+686.9%
SEI vs BTG
+177.2%
+509.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +5.0% |
| 7D | +22.6% | -3.8% | +26.3% | +23.6% |
| 30D | +9.1% | +3.6% | +5.5% | +8.0% |
| 3M | -11.3% | +32.0% | -43.4% | -17.6% |
| 6M | +22.0% | +3.4% | +18.7% | +19.1% |
| YTD | +47.3% | +20.8% | +26.5% | +38.2% |
| 1Y | +124.8% | +22.4% | +102.3% | +110.1% |
| 3Y | +591.3% | +91.7% | +499.6% | +472.9% |
| 5Y | +1,008.2% | +79.0% | +929.2% | +822.4% |
| All | +686.9% | +177.2% | +509.7% | +508.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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