+542.0%
SEI vs SAN
+203.0%
+339.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.9% |
| 7D | +10.2% | +1.8% | +8.5% | +9.1% |
| 30D | -1.0% | +2.0% | -3.0% | -2.2% |
| 3M | -27.9% | +19.7% | -47.7% | -34.9% |
| 6M | +10.4% | +30.6% | -20.2% | -5.8% |
| YTD | +20.1% | +28.8% | -8.7% | +2.4% |
| 1Y | +109.7% | +57.8% | +52.0% | +58.5% |
| 3Y | +458.6% | +338.1% | +120.5% | +130.3% |
| 5Y | +775.3% | +384.2% | +391.1% | +220.4% |
| All | +542.0% | +203.0% | +339.0% | +158.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling