+593.8%
SEI vs SBAC
-8.7%
+602.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +5.7% |
| 7D | +28.2% | +0.2% | +28.1% | +28.3% |
| 30D | +15.5% | +3.9% | +11.6% | +16.1% |
| 3M | -1.4% | -8.2% | +6.8% | -1.5% |
| 6M | +37.4% | -2.8% | +40.2% | +38.0% |
| YTD | +47.8% | -1.5% | +49.4% | +49.1% |
| 1Y | +174.3% | 0.0% | +174.3% | +177.4% |
| All | +593.8% | -8.7% | +602.6% | +606.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling