+686.9%
SEI vs SNY
+28.1%
+658.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | +22.6% | -3.3% | +25.9% | +23.6% |
| 30D | +9.1% | -2.2% | +11.2% | +9.6% |
| 3M | -11.3% | -3.0% | -8.3% | -11.4% |
| 6M | +22.0% | +2.7% | +19.3% | +19.4% |
| YTD | +47.3% | -6.8% | +54.1% | +48.4% |
| 1Y | +124.8% | -5.3% | +130.0% | +124.9% |
| 3Y | +591.3% | -9.8% | +601.1% | +578.2% |
| 5Y | +1,008.2% | +9.7% | +998.5% | +867.5% |
| All | +686.9% | +28.1% | +658.8% | +499.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling