+591.3%
SEI vs BHP
+71.6%
+519.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | +22.6% | -3.6% | +26.2% | +25.4% |
| 30D | +9.1% | -1.2% | +10.3% | +9.7% |
| 3M | -11.3% | +1.2% | -12.5% | -12.2% |
| 6M | +22.0% | +21.4% | +0.6% | +9.4% |
| YTD | +47.3% | +50.4% | -3.1% | +18.7% |
| 1Y | +124.8% | +67.5% | +57.3% | +73.0% |
| 3Y | +591.3% | +72.8% | +518.5% | +391.4% |
| All | +591.3% | +71.6% | +519.7% | +391.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling