+124.8%
SEI vs BRO
-27.7%
+152.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +4.9% |
| 7D | +22.6% | -7.3% | +29.9% | +13.9% |
| 30D | +9.1% | -6.9% | +15.9% | +2.7% |
| 3M | -11.3% | +10.7% | -22.0% | -0.8% |
| 6M | +22.0% | -2.7% | +24.7% | +26.3% |
| YTD | +47.3% | -16.3% | +63.6% | +39.6% |
| 1Y | +124.8% | -29.1% | +153.8% | +99.5% |
| All | +124.8% | -27.7% | +152.5% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling