+711.1%
SEI vs OUST
-49.1%
+760.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +14.0% | +0.3% | +11.8% |
| 7D | -18.3% | +17.0% | -35.3% | -20.9% |
| 30D | -24.4% | -16.5% | -7.9% | -22.4% |
| 3M | +1.5% | -23.7% | +25.2% | +5.7% |
| 6M | -25.1% | +18.4% | -43.5% | -28.3% |
| YTD | +26.4% | +60.8% | -34.3% | +15.3% |
| 1Y | +8.9% | +44.2% | -35.3% | +0.7% |
| 3Y | +586.7% | +668.1% | -81.4% | +398.3% |
| All | +711.1% | -49.1% | +760.2% | +570.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling