+954.7%
SEI vs SAN
+385.2%
+569.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.8% | +3.9% |
| 7D | +22.6% | +0.2% | +22.4% | +22.4% |
| 30D | +9.1% | +0.9% | +8.1% | +8.5% |
| 3M | -11.3% | +19.1% | -30.4% | -18.7% |
| 6M | +22.0% | +33.2% | -11.2% | +5.6% |
| YTD | +47.3% | +29.1% | +18.2% | +28.6% |
| 1Y | +124.8% | +50.2% | +74.5% | +82.0% |
| 3Y | +591.3% | +351.0% | +240.2% | +247.5% |
| All | +954.7% | +385.2% | +569.5% | +390.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling