+8.2%
SEI vs OUST
+11.1%
-2.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +15.7% | -32.6% | -22.8% |
| 7D | -16.4% | -0.2% | -16.2% | -17.7% |
| 30D | -22.9% | -24.0% | +1.1% | -15.4% |
| 3M | -0.3% | -29.9% | +29.6% | +12.0% |
| 6M | -22.3% | +19.1% | -41.5% | -33.5% |
| YTD | +26.2% | +55.0% | -28.8% | -11.3% |
| 1Y | +8.2% | +21.2% | -13.0% | -15.0% |
| All | +8.2% | +11.1% | -2.8% | -15.0% |
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