+648.8%
SEI vs TAP
-46.7%
+695.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.2% |
| 7D | +20.7% | -5.3% | +25.9% | +22.9% |
| 30D | +9.1% | -7.4% | +16.5% | +11.8% |
| 3M | -6.0% | -4.9% | -1.1% | -6.3% |
| 6M | +18.9% | -14.2% | +33.1% | +23.1% |
| YTD | +40.1% | -14.8% | +55.0% | +43.7% |
| 1Y | +120.6% | -18.1% | +138.7% | +127.7% |
| 3Y | +562.1% | -32.7% | +594.9% | +630.9% |
| 5Y | +954.5% | -0.5% | +954.9% | +784.4% |
| All | +648.8% | -46.7% | +695.5% | +699.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling