+1,026.2%
SEI vs TAP
-0.5%
+1,026.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.7% | +5.9% |
| 7D | +28.2% | -5.1% | +33.3% | +28.7% |
| 30D | +15.5% | -8.4% | +23.9% | +16.3% |
| 3M | -1.4% | -3.9% | +2.6% | -1.8% |
| 6M | +37.4% | -14.4% | +51.8% | +40.0% |
| YTD | +47.8% | -14.7% | +62.6% | +49.5% |
| 1Y | +174.3% | -18.7% | +193.0% | +180.2% |
| 3Y | +598.5% | -32.6% | +631.1% | +649.9% |
| 5Y | +1,026.2% | -1.4% | +1,027.6% | +770.6% |
| All | +1,026.2% | -0.5% | +1,026.7% | +770.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling