+109.7%
SEI vs OUST
+33.5%
+76.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.8% | +2.8% |
| 7D | +10.2% | +5.2% | +5.0% | +8.3% |
| 30D | -1.0% | -19.3% | +18.2% | +6.7% |
| 3M | -27.9% | -22.6% | -5.3% | -24.1% |
| 6M | +10.4% | +62.8% | -52.4% | -14.5% |
| YTD | +20.1% | +68.3% | -48.2% | -9.7% |
| 1Y | +109.7% | +28.5% | +81.2% | +60.9% |
| All | +109.7% | +33.5% | +76.2% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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