+204.4%
SEI vs BIYA
-99.8%
+304.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +5.1% |
| 7D | +22.6% | -1.8% | +24.4% | +22.6% |
| 30D | +9.1% | -17.5% | +26.6% | +9.5% |
| 3M | -11.3% | -78.0% | +66.7% | -10.6% |
| 6M | +22.0% | -89.5% | +111.5% | +21.8% |
| YTD | +47.3% | -94.3% | +141.5% | +50.4% |
| 1Y | +124.8% | -98.6% | +223.4% | +159.7% |
| All | +204.4% | -99.8% | +304.2% | +294.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling