+575.6%
SEI vs BURL
+140.0%
+435.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -1.6% | +15.9% | +14.8% |
| 7D | -18.3% | +4.1% | -22.4% | -19.7% |
| 30D | -24.4% | -9.5% | -15.0% | -22.9% |
| 3M | +1.5% | -33.5% | +35.0% | +13.4% |
| 6M | -25.1% | -22.1% | -3.0% | -21.2% |
| YTD | +26.4% | -14.6% | +41.0% | +28.9% |
| 1Y | +8.9% | -8.4% | +17.3% | +7.6% |
| 3Y | +586.7% | +86.6% | +500.1% | +436.6% |
| 5Y | +717.9% | -17.2% | +735.1% | +693.1% |
| All | +575.6% | +140.0% | +435.6% | +293.3% |
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 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