+648.8%
SEI vs SBAC
+57.1%
+591.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.4% | -4.9% |
| 7D | +20.7% | -5.3% | +25.9% | +21.4% |
| 30D | +9.1% | +0.4% | +8.7% | +9.0% |
| 3M | -6.0% | -11.9% | +5.9% | -4.8% |
| 6M | +18.9% | -4.5% | +23.4% | +18.7% |
| YTD | +40.1% | -4.3% | +44.5% | +39.6% |
| 1Y | +120.6% | -3.9% | +124.5% | +119.5% |
| 3Y | +562.1% | -11.0% | +573.1% | +551.3% |
| 5Y | +954.5% | -44.1% | +998.5% | +1,040.4% |
| All | +648.8% | +57.1% | +591.7% | +493.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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