-73.9%
SNAP vs SEI
+584.5%
-658.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -10.6% | -10.8% | +0.3% | -9.5% |
| 30D | -19.7% | -19.0% | -0.7% | -18.0% |
| 3M | -6.5% | +5.8% | -12.3% | -9.4% |
| 6M | -17.8% | -14.9% | -2.9% | -18.7% |
| YTD | -38.0% | +35.4% | -73.5% | -44.4% |
| 1Y | -42.5% | +23.9% | -66.3% | -47.9% |
| 3Y | -55.8% | +661.3% | -717.1% | -74.2% |
| 5Y | -90.5% | +822.2% | -912.8% | -94.8% |
| All | -73.9% | +584.5% | -658.4% | -87.1% |
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