+782.3%
SEI vs BURL
-11.0%
+793.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +2.8% |
| 7D | +10.2% | -2.8% | +13.0% | +10.9% |
| 30D | -1.0% | -28.2% | +27.1% | +7.4% |
| 3M | -27.9% | -17.6% | -10.3% | -24.9% |
| 6M | +10.4% | -11.8% | +22.2% | +12.6% |
| YTD | +20.1% | -8.1% | +28.3% | +21.4% |
| 1Y | +109.7% | -12.0% | +121.7% | +112.6% |
| 3Y | +458.6% | +63.3% | +395.3% | +398.7% |
| All | +782.3% | -11.0% | +793.3% | +791.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling