+632.2%
SEI vs BURL
+150.2%
+482.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.2% | +4.2% | +7.1% |
| 7D | -4.3% | +7.7% | -12.0% | -6.8% |
| 30D | -18.0% | -7.1% | -10.9% | -16.9% |
| 3M | +8.2% | -30.3% | +38.5% | +19.3% |
| 6M | -13.9% | -15.5% | +1.7% | -11.6% |
| YTD | +37.0% | -11.0% | +48.0% | +38.1% |
| 1Y | +24.5% | -8.4% | +32.9% | +23.4% |
| 3Y | +681.1% | +96.7% | +584.4% | +501.1% |
| 5Y | +787.5% | -14.1% | +801.5% | +752.4% |
| All | +632.2% | +150.2% | +482.1% | +321.3% |
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