+689.9%
SEI vs BHP
+430.1%
+259.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.6% |
| 7D | +28.2% | +0.9% | +27.3% | +27.6% |
| 30D | +15.5% | +4.0% | +11.4% | +12.0% |
| 3M | -1.4% | +11.3% | -12.6% | -8.6% |
| 6M | +37.4% | +29.3% | +8.1% | +13.8% |
| YTD | +47.8% | +59.2% | -11.4% | +5.1% |
| 1Y | +174.3% | +80.8% | +93.5% | +79.2% |
| 3Y | +598.5% | +88.0% | +510.5% | +320.8% |
| 5Y | +1,026.2% | +126.6% | +899.6% | +450.1% |
| All | +689.9% | +430.1% | +259.8% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling