+646.6%
SEI vs BIDU
-50.3%
+696.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -7.0% | +23.2% | +18.1% |
| 7D | +28.8% | -2.4% | +31.3% | +29.2% |
| 30D | +10.4% | -15.6% | +26.0% | +14.7% |
| 3M | -11.4% | -22.3% | +10.9% | -6.1% |
| 6M | +31.2% | -22.3% | +53.4% | +38.4% |
| YTD | +39.7% | -29.2% | +68.9% | +51.1% |
| 1Y | +149.0% | -14.8% | +163.8% | +157.0% |
| 3Y | +560.2% | -31.8% | +592.0% | +593.1% |
| 5Y | +955.7% | -43.1% | +998.8% | +981.3% |
| All | +646.6% | -50.3% | +696.9% | +578.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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