+646.6%
SEI vs UDR
+34.7%
+611.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -0.7% | +17.0% | +16.6% |
| 7D | +28.8% | -2.1% | +30.9% | +29.9% |
| 30D | +10.4% | -5.6% | +16.0% | +12.8% |
| 3M | -11.4% | -5.8% | -5.6% | -10.3% |
| 6M | +31.2% | -1.1% | +32.3% | +29.5% |
| YTD | +39.7% | +1.6% | +38.1% | +35.9% |
| 1Y | +149.0% | -2.7% | +151.6% | +145.4% |
| 3Y | +560.2% | +6.3% | +553.9% | +512.7% |
| 5Y | +955.7% | -19.3% | +975.0% | +1,000.1% |
| All | +646.6% | +34.7% | +611.8% | +597.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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