+648.8%
SEI vs ULTA
+78.8%
+570.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.1% | -4.1% | -4.8% |
| 7D | +20.7% | -3.9% | +24.5% | +22.0% |
| 30D | +9.1% | -1.1% | +10.2% | +9.1% |
| 3M | -6.0% | +13.8% | -19.8% | -10.5% |
| 6M | +18.9% | -17.2% | +36.2% | +24.5% |
| YTD | +40.1% | -11.5% | +51.6% | +43.4% |
| 1Y | +120.6% | +3.9% | +116.7% | +113.3% |
| 3Y | +562.1% | +29.5% | +532.7% | +470.4% |
| 5Y | +954.5% | +42.9% | +911.6% | +742.8% |
| All | +648.8% | +78.8% | +570.0% | +359.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling