+646.3%
SEI vs BURL
+136.2%
+510.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | 0.0% |
| 7D | +10.5% | -1.6% | +12.0% | +11.1% |
| 30D | -8.0% | -7.7% | -0.3% | -6.5% |
| 3M | +6.7% | -31.7% | +38.4% | +18.3% |
| 6M | -17.0% | -15.2% | -1.9% | -15.0% |
| YTD | +39.7% | -15.9% | +55.6% | +43.2% |
| 1Y | +43.2% | -14.2% | +57.4% | +44.7% |
| 3Y | +676.3% | +93.5% | +582.8% | +500.5% |
| 5Y | +891.0% | -9.9% | +900.9% | +828.9% |
| All | +646.3% | +136.2% | +510.0% | +336.8% |
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