+954.7%
SEI vs SBAC
-43.5%
+998.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +5.1% |
| 7D | +22.6% | -2.1% | +24.7% | +22.6% |
| 30D | +9.1% | +2.0% | +7.1% | +9.1% |
| 3M | -11.3% | -8.3% | -3.0% | -11.0% |
| 6M | +22.0% | +0.3% | +21.7% | +21.9% |
| YTD | +47.3% | -2.2% | +49.5% | +47.4% |
| 1Y | +124.8% | -4.6% | +129.4% | +125.3% |
| 3Y | +591.3% | -8.3% | +599.6% | +582.7% |
| All | +954.7% | -43.5% | +998.2% | +939.2% |
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 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