+646.3%
SEI vs SBAC
+65.0%
+581.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | +10.5% | +0.6% | +9.8% | +10.4% |
| 30D | -8.0% | +5.5% | -13.5% | -8.7% |
| 3M | +6.7% | +3.1% | +3.7% | +6.1% |
| 6M | -17.0% | -7.0% | -10.0% | -16.8% |
| YTD | +39.7% | +0.5% | +39.2% | +38.1% |
| 1Y | +43.2% | +0.2% | +42.9% | +41.6% |
| 3Y | +676.3% | -7.4% | +683.7% | +660.4% |
| 5Y | +891.0% | -39.7% | +930.7% | +958.1% |
| All | +646.3% | +65.0% | +581.2% | +487.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling