-4.7%
SEI vs SNY
+1.8%
-6.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.2% | -11.1% | -13.2% |
| 7D | -26.9% | +8.8% | -35.6% | -21.7% |
| 30D | -36.6% | +18.6% | -55.2% | -27.6% |
| 3M | -8.9% | +9.7% | -18.5% | +0.1% |
| 6M | -33.0% | +8.2% | -41.1% | -27.0% |
| YTD | +10.6% | +2.2% | +8.5% | +23.0% |
| 1Y | -4.7% | +1.0% | -5.7% | +7.1% |
| All | -4.7% | +1.8% | -6.5% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling