+1,133.2%
SEI vs OUST
-62.3%
+1,195.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.8% | +0.3% |
| 7D | +27.6% | +19.9% | +7.7% | +23.9% |
| 30D | -17.1% | +3.6% | -20.7% | -17.9% |
| 3M | +4.6% | -20.6% | +25.2% | +8.1% |
| 6M | -15.1% | +35.1% | -50.1% | -20.0% |
| YTD | +41.2% | +69.1% | -28.0% | +28.2% |
| 1Y | +37.5% | +49.9% | -12.4% | +26.8% |
| 3Y | +693.7% | +642.4% | +51.3% | +475.8% |
| 5Y | +901.7% | -48.3% | +950.0% | +758.4% |
| All | +1,133.2% | -62.3% | +1,195.5% | +967.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling