+542.0%
SEI vs TAP
-43.8%
+585.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | +10.2% | -2.3% | +12.6% | +11.3% |
| 30D | -1.0% | -2.1% | +1.1% | -0.6% |
| 3M | -27.9% | +6.6% | -34.5% | -31.5% |
| 6M | +10.4% | -11.5% | +21.9% | +13.4% |
| YTD | +20.1% | -10.3% | +30.4% | +21.0% |
| 1Y | +109.7% | -14.4% | +124.1% | +113.4% |
| 3Y | +458.6% | -28.3% | +486.9% | +501.3% |
| 5Y | +775.3% | +1.7% | +773.6% | +634.7% |
| All | +542.0% | -43.8% | +585.8% | +573.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling