-11.6%
SNPS vs SEI
+696.4%
-708.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.3% | 0.0% |
| 7D | -0.2% | +12.4% | -12.6% | -1.6% |
| 30D | -8.0% | -18.3% | +10.2% | -6.7% |
| 3M | +12.5% | +10.4% | +2.0% | +10.4% |
| 6M | -10.5% | -12.9% | +2.4% | -10.7% |
| YTD | -1.6% | +41.8% | -43.4% | -6.2% |
| 1Y | +16.8% | +30.3% | -13.5% | +11.9% |
| All | -11.6% | +696.4% | -708.1% | -27.9% |
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