+686.9%
SEI vs BG
+131.1%
+555.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +6.0% |
| 7D | +22.6% | +3.1% | +19.5% | +20.8% |
| 30D | +9.1% | +10.2% | -1.1% | +3.4% |
| 3M | -11.3% | -1.7% | -9.7% | -11.4% |
| 6M | +22.0% | +1.0% | +21.0% | +19.3% |
| YTD | +47.3% | +39.9% | +7.4% | +20.7% |
| 1Y | +124.8% | +53.2% | +71.5% | +73.1% |
| 3Y | +591.3% | +16.3% | +575.0% | +504.1% |
| 5Y | +1,008.2% | +83.9% | +924.4% | +627.4% |
| All | +686.9% | +131.1% | +555.8% | +284.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling