+949.5%
SEI vs OUST
-62.4%
+1,012.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.8% | +3.2% |
| 7D | +10.2% | +5.2% | +5.0% | +9.4% |
| 30D | -1.0% | -19.3% | +18.2% | +2.4% |
| 3M | -27.9% | -22.6% | -5.3% | -25.8% |
| 6M | +10.4% | +62.8% | -52.4% | +1.4% |
| YTD | +20.1% | +68.3% | -48.2% | +9.6% |
| 1Y | +109.7% | +28.5% | +81.2% | +96.1% |
| 3Y | +458.6% | +554.0% | -95.4% | +309.7% |
| 5Y | +775.3% | -56.2% | +831.5% | +662.6% |
| All | +949.5% | -62.4% | +1,012.0% | +813.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling