+124.8%
SEI vs ULTA
+5.8%
+119.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.9% |
| 7D | +22.6% | -3.1% | +25.7% | +22.8% |
| 30D | +9.1% | +2.8% | +6.3% | +8.9% |
| 3M | -11.3% | +14.8% | -26.1% | -12.3% |
| 6M | +22.0% | -16.2% | +38.2% | +29.5% |
| YTD | +47.3% | -9.6% | +56.9% | +55.2% |
| 1Y | +124.8% | +4.8% | +120.0% | +136.5% |
| All | +124.8% | +5.8% | +119.0% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 1y: compounded portfolio wealth divided by compounded ULTA 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…
1y analysis · Full analysis span regression · 6 months rolling