+954.7%
SEI vs BNS
+94.7%
+860.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.4% |
| 6M | +22.0% | +33.8% | -11.8% | -5.8% |
| YTD | +47.3% | +29.5% | +17.8% | +17.0% |
| 1Y | +124.8% | +48.4% | +76.4% | +58.8% |
| 3Y | +591.3% | +129.6% | +461.7% | +233.5% |
| All | +954.7% | +94.7% | +860.1% | +417.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling