+1,083.0%
SEI vs OUST
-60.6%
+1,143.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -10.8% | +31.9% | -42.7% | -15.2% |
| 30D | -19.0% | -4.2% | -14.8% | -18.8% |
| 3M | +5.8% | -9.3% | +15.1% | +7.0% |
| 6M | -14.9% | +51.7% | -66.6% | -21.2% |
| YTD | +35.4% | +76.6% | -41.2% | +22.0% |
| 1Y | +23.9% | +48.9% | -25.0% | +14.1% |
| 3Y | +661.3% | +675.3% | -14.0% | +448.4% |
| 5Y | +822.2% | -44.0% | +866.3% | +681.5% |
| All | +1,083.0% | -60.6% | +1,143.6% | +916.8% |
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