+19.7%
BROS vs SEI
+973.2%
-953.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | +0.3% |
| 7D | -5.8% | +22.6% | -28.3% | -8.9% |
| 30D | -14.0% | +9.1% | -23.0% | -15.5% |
| 3M | -32.5% | -11.3% | -21.2% | -32.3% |
| 6M | -14.9% | +22.0% | -36.9% | -19.7% |
| YTD | -28.3% | +47.3% | -75.6% | -35.0% |
| 1Y | -34.0% | +124.8% | -158.7% | -45.4% |
| 3Y | +63.0% | +591.3% | -528.3% | +2.1% |
| All | +19.7% | +973.2% | -953.5% | -21.3% |
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