+32.8%
SNOW vs SEI
+924.3%
-891.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.4% | -8.9% | -5.8% |
| 7D | +2.8% | +10.2% | -7.4% | +1.5% |
| 30D | +6.4% | -1.0% | +7.4% | +6.3% |
| 3M | +38.1% | -27.9% | +66.0% | +42.2% |
| 6M | +100.4% | +10.4% | +90.0% | +90.9% |
| YTD | +53.7% | +20.1% | +33.6% | +43.8% |
| 1Y | +52.0% | +109.7% | -57.8% | +29.4% |
| 3Y | +114.7% | +458.6% | -344.0% | +57.1% |
| 5Y | +8.8% | +775.3% | -766.5% | -24.8% |
| All | +32.8% | +924.3% | -891.5% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling