+654.3%
SEI vs BURL
+145.0%
+509.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | +0.1% |
| 7D | +27.6% | +0.4% | +27.2% | +27.4% |
| 30D | -17.1% | -4.3% | -12.8% | -16.7% |
| 3M | +4.6% | -28.8% | +33.4% | +14.5% |
| 6M | -15.1% | -12.8% | -2.3% | -13.7% |
| YTD | +41.2% | -12.8% | +54.0% | +43.2% |
| 1Y | +37.5% | -12.3% | +49.8% | +38.2% |
| 3Y | +693.7% | +92.7% | +601.0% | +514.6% |
| 5Y | +901.7% | -6.5% | +908.3% | +828.9% |
| All | +654.3% | +145.0% | +509.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling