+689.9%
SEI vs TRU
+93.7%
+596.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +6.1% |
| 7D | +28.2% | -6.5% | +34.7% | +30.7% |
| 30D | +15.5% | -2.5% | +18.0% | +15.5% |
| 3M | -1.4% | +10.4% | -11.7% | -8.0% |
| 6M | +37.4% | +1.6% | +35.8% | +30.9% |
| YTD | +47.8% | -9.7% | +57.5% | +45.9% |
| 1Y | +174.3% | -17.3% | +191.6% | +177.5% |
| 3Y | +598.5% | -1.8% | +600.3% | +529.7% |
| 5Y | +1,026.2% | -36.2% | +1,062.4% | +1,123.4% |
| All | +689.9% | +93.7% | +596.1% | +353.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling