-72.5%
SNAP vs SEI
+605.9%
-678.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +0.9% |
| 7D | +6.0% | +10.5% | -4.4% | +4.4% |
| 30D | -13.8% | -8.0% | -5.8% | -13.7% |
| 3M | -0.8% | +6.7% | -7.5% | -3.8% |
| 6M | -6.2% | -17.0% | +10.8% | -6.8% |
| YTD | -34.8% | +39.7% | -74.5% | -41.8% |
| 1Y | -38.7% | +43.2% | -81.9% | -45.8% |
| 3Y | -53.5% | +676.3% | -729.8% | -72.8% |
| 5Y | -90.2% | +891.0% | -981.2% | -94.7% |
| All | -72.5% | +605.9% | -678.5% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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