+646.6%
SEI vs BURL
+148.5%
+498.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -3.7% | +20.0% | +17.5% |
| 7D | +28.8% | -2.6% | +31.4% | +29.6% |
| 30D | +10.4% | -30.8% | +41.1% | +23.4% |
| 3M | -11.4% | -18.7% | +7.2% | -6.5% |
| 6M | +31.2% | -16.4% | +47.6% | +36.6% |
| YTD | +39.7% | -11.6% | +51.3% | +42.9% |
| 1Y | +149.0% | -12.0% | +161.0% | +152.9% |
| 3Y | +560.2% | +63.6% | +496.6% | +442.6% |
| 5Y | +955.7% | -12.6% | +968.3% | +916.2% |
| All | +646.6% | +148.5% | +498.1% | +335.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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