+113.9%
SEI vs SAN
+48.1%
+65.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -15.9% |
| 6M | +18.9% | +28.8% | -9.8% | +2.8% |
| YTD | +40.1% | +26.3% | +13.9% | +20.9% |
| All | +113.9% | +48.1% | +65.8% | +68.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling