-70.3%
SNAP vs SEI
+644.4%
-714.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +2.1% |
| 7D | +3.8% | +22.6% | -18.7% | +0.2% |
| 30D | +9.2% | +9.1% | +0.1% | +7.1% |
| 3M | +6.6% | -11.3% | +17.9% | +6.8% |
| 6M | +16.9% | +22.0% | -5.1% | +9.7% |
| YTD | -29.6% | +47.3% | -76.9% | -36.7% |
| 1Y | -22.1% | +124.8% | -146.8% | -35.5% |
| 3Y | -39.8% | +591.3% | -631.1% | -63.6% |
| 5Y | -92.4% | +1,008.2% | -1,100.6% | -95.9% |
| All | -70.3% | +644.4% | -714.7% | -85.4% |
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