-15.1%
SNPS vs SEI
+558.9%
-574.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +16.3% | -16.8% | -2.0% |
| 7D | -5.5% | +28.8% | -34.3% | -7.9% |
| 30D | -5.8% | +10.4% | -16.1% | -6.8% |
| 3M | -17.2% | -11.4% | -5.8% | -16.9% |
| 6M | -10.4% | +31.2% | -41.6% | -13.2% |
| YTD | -16.5% | +39.7% | -56.3% | -19.7% |
| 1Y | -35.6% | +149.0% | -184.6% | -39.9% |
| All | -15.1% | +558.9% | -574.0% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling