+657.9%
SEI vs BURL
+149.3%
+508.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.5% |
| 7D | +12.4% | -0.8% | +13.2% | +12.8% |
| 30D | -18.3% | -4.4% | -13.8% | -17.8% |
| 3M | +10.4% | -28.6% | +39.0% | +20.8% |
| 6M | -12.9% | -12.3% | -0.6% | -11.6% |
| YTD | +41.8% | -11.3% | +53.1% | +43.1% |
| 1Y | +30.3% | -10.4% | +40.7% | +30.1% |
| 3Y | +697.3% | +96.1% | +601.3% | +514.3% |
| 5Y | +877.0% | -5.0% | +882.0% | +801.6% |
| All | +657.9% | +149.3% | +508.5% | +336.6% |
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