+591.3%
SEI vs BG
+18.0%
+573.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +5.6% |
| 7D | +22.6% | +3.1% | +19.5% | +21.6% |
| 30D | +9.1% | +10.2% | -1.1% | +6.1% |
| 3M | -11.3% | -1.7% | -9.7% | -11.0% |
| 6M | +22.0% | +1.0% | +21.0% | +21.0% |
| YTD | +47.3% | +39.9% | +7.4% | +31.9% |
| 1Y | +124.8% | +53.2% | +71.5% | +94.0% |
| 3Y | +591.3% | +16.3% | +575.0% | +601.7% |
| All | +591.3% | +18.0% | +573.3% | +601.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling