+676.3%
SEI vs TAP
-22.2%
+698.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | +0.3% |
| 7D | +10.5% | +1.3% | +9.2% | +11.1% |
| 30D | -8.0% | +5.7% | -13.7% | -5.1% |
| 3M | +6.7% | -1.9% | +8.6% | +8.3% |
| 6M | -17.0% | +0.9% | -18.0% | -14.5% |
| YTD | +39.7% | -9.5% | +49.2% | +43.0% |
| 1Y | +43.2% | -9.0% | +52.1% | +46.5% |
| 3Y | +676.3% | -22.2% | +698.6% | +634.7% |
| All | +676.3% | -22.2% | +698.5% | +634.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling