+591.3%
SEI vs BNS
+130.5%
+460.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.5% |
| 7D | +22.6% | -0.4% | +23.0% | +22.8% |
| 30D | +9.1% | +3.5% | +5.6% | +5.4% |
| 3M | -11.3% | +14.1% | -25.4% | -21.6% |
| 6M | +22.0% | +33.8% | -11.8% | -6.3% |
| YTD | +47.3% | +29.5% | +17.8% | +16.3% |
| 1Y | +124.8% | +48.4% | +76.4% | +58.5% |
| 3Y | +591.3% | +129.6% | +461.7% | +229.7% |
| All | +591.3% | +130.5% | +460.8% | +229.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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