+109.7%
SEI vs TAP
-14.5%
+124.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.3% |
| 7D | +10.2% | -2.3% | +12.6% | +8.0% |
| 30D | -1.0% | -2.1% | +1.1% | -2.3% |
| 3M | -27.9% | +6.6% | -34.5% | -22.7% |
| 6M | +10.4% | -11.5% | +21.9% | +6.6% |
| YTD | +20.1% | -10.3% | +30.4% | +20.1% |
| 1Y | +109.7% | -14.4% | +124.1% | +115.9% |
| All | +109.7% | -14.5% | +124.2% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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