+648.8%
SEI vs BNS
+167.7%
+481.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.0% | -6.0% |
| 7D | +20.7% | -2.2% | +22.8% | +23.0% |
| 30D | +9.1% | +4.5% | +4.6% | +3.8% |
| 3M | -6.0% | +14.9% | -20.9% | -18.4% |
| 6M | +18.9% | +32.5% | -13.5% | -10.2% |
| YTD | +40.1% | +28.6% | +11.5% | +9.0% |
| 1Y | +120.6% | +48.4% | +72.3% | +48.8% |
| 3Y | +562.1% | +130.8% | +431.3% | +183.6% |
| 5Y | +954.5% | +94.8% | +859.7% | +427.6% |
| All | +648.8% | +167.7% | +481.0% | +217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling