+593.8%
SEI vs SAN
+343.8%
+250.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +6.5% |
| 7D | +28.2% | -0.5% | +28.7% | +28.4% |
| 30D | +15.5% | -0.1% | +15.5% | +15.4% |
| 3M | -1.4% | +19.6% | -21.0% | -11.1% |
| 6M | +37.4% | +32.7% | +4.7% | +16.1% |
| YTD | +47.8% | +26.7% | +21.1% | +27.0% |
| 1Y | +174.3% | +51.6% | +122.7% | +111.3% |
| All | +593.8% | +343.8% | +250.0% | +244.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling