+648.8%
SEI vs SAN
+196.9%
+451.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -5.0% |
| 7D | +20.7% | -2.8% | +23.4% | +22.6% |
| 30D | +9.1% | -0.5% | +9.7% | +9.3% |
| 3M | -6.0% | +22.7% | -28.7% | -16.4% |
| 6M | +18.9% | +28.8% | -9.8% | +2.2% |
| YTD | +40.1% | +26.3% | +13.9% | +20.8% |
| 1Y | +120.6% | +48.8% | +71.8% | +72.3% |
| 3Y | +562.1% | +347.2% | +214.9% | +169.5% |
| 5Y | +954.5% | +383.8% | +570.7% | +285.4% |
| All | +648.8% | +196.9% | +451.8% | +205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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