+898.9%
SEI vs SBAC
-39.6%
+938.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.0% |
| 7D | +10.5% | +0.6% | +9.8% | +10.5% |
| 30D | -8.0% | +5.5% | -13.5% | -7.9% |
| 3M | +6.7% | +3.1% | +3.7% | +6.8% |
| 6M | -17.0% | -7.0% | -10.0% | -16.6% |
| YTD | +39.7% | +0.5% | +39.2% | +39.9% |
| 1Y | +43.2% | +0.2% | +42.9% | +43.4% |
| 3Y | +676.3% | -7.4% | +683.7% | +669.7% |
| All | +898.9% | -39.6% | +938.5% | +906.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling