+686.9%
SEI vs BRO
+237.1%
+449.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | +22.6% | -7.3% | +29.9% | +24.9% |
| 30D | +9.1% | -6.9% | +15.9% | +10.7% |
| 3M | -11.3% | +10.7% | -22.0% | -17.4% |
| 6M | +22.0% | -2.7% | +24.7% | +18.7% |
| YTD | +47.3% | -16.3% | +63.6% | +51.7% |
| 1Y | +124.8% | -29.1% | +153.8% | +148.7% |
| 3Y | +591.3% | -7.8% | +599.1% | +530.4% |
| 5Y | +1,008.2% | +18.7% | +989.5% | +687.4% |
| All | +686.9% | +237.1% | +449.9% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling