+8.9%
SEI vs BURL
-7.8%
+16.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -1.6% | +15.9% | +14.2% |
| 7D | -18.3% | +4.1% | -22.4% | -18.1% |
| 30D | -24.4% | -9.5% | -15.0% | -23.5% |
| 3M | +1.5% | -33.5% | +35.0% | +8.3% |
| 6M | -25.1% | -22.1% | -3.0% | -23.2% |
| YTD | +26.4% | -14.6% | +41.0% | +27.4% |
| 1Y | +8.9% | -8.4% | +17.3% | +10.8% |
| All | +8.9% | -7.8% | +16.8% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling