-2.1%
BROS vs SEI
+917.7%
-919.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.1% | +7.6% | +6.7% |
| 7D | +6.3% | +10.5% | -4.1% | +4.8% |
| 30D | -8.3% | -8.0% | -0.3% | -8.0% |
| 3M | -29.8% | +6.7% | -36.5% | -31.8% |
| 6M | -25.8% | -17.0% | -8.8% | -26.2% |
| YTD | -41.4% | +39.7% | -81.0% | -47.2% |
| 1Y | -35.2% | +43.2% | -78.3% | -42.2% |
| 3Y | +32.8% | +676.3% | -643.6% | -20.2% |
| 5Y | -42.2% | +891.0% | -933.2% | -64.8% |
| All | -2.1% | +917.7% | -919.8% | -36.0% |
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 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