+1,004.6%
SEI vs OUST
-64.1%
+1,068.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +14.0% | +0.3% | +11.9% |
| 7D | -18.3% | +17.0% | -35.3% | -20.7% |
| 30D | -24.4% | -16.5% | -7.9% | -22.5% |
| 3M | +1.5% | -23.7% | +25.2% | +5.5% |
| 6M | -25.1% | +18.4% | -43.5% | -28.2% |
| YTD | +26.4% | +60.8% | -34.3% | +15.7% |
| 1Y | +8.9% | +44.2% | -35.3% | +1.1% |
| 3Y | +586.7% | +668.1% | -81.4% | +398.2% |
| 5Y | +717.9% | -48.8% | +766.7% | +603.6% |
| All | +1,004.6% | -64.1% | +1,068.7% | +864.3% |
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