+124.8%
SEI vs BHP
+70.6%
+54.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.3% |
| 7D | +22.6% | -3.6% | +26.2% | +26.4% |
| 30D | +9.1% | -1.2% | +10.3% | +9.8% |
| 3M | -11.3% | +1.2% | -12.5% | -13.0% |
| 6M | +22.0% | +21.4% | +0.6% | +2.8% |
| YTD | +47.3% | +50.4% | -3.1% | -0.6% |
| 1Y | +124.8% | +67.5% | +57.3% | +35.7% |
| All | +124.8% | +70.6% | +54.2% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 1y: compounded portfolio wealth divided by compounded BHP 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…
1y analysis · Full analysis span regression · 6 months rolling