+686.9%
SEI vs TRU
+95.4%
+591.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.8% |
| 7D | +22.6% | -2.7% | +25.3% | +23.5% |
| 30D | +9.1% | -2.0% | +11.1% | +9.0% |
| 3M | -11.3% | +18.4% | -29.8% | -19.4% |
| 6M | +22.0% | +8.9% | +13.2% | +13.3% |
| YTD | +47.3% | -8.9% | +56.2% | +45.0% |
| 1Y | +124.8% | -15.9% | +140.6% | +126.8% |
| 3Y | +591.3% | -1.1% | +592.4% | +521.9% |
| 5Y | +1,008.2% | -35.2% | +1,043.4% | +1,095.3% |
| All | +686.9% | +95.4% | +591.6% | +350.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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