+109.7%
SEI vs UMAC
+164.0%
-54.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.1% | +6.5% | +4.1% |
| 7D | +10.2% | -0.9% | +11.2% | +10.4% |
| 30D | -1.0% | -7.7% | +6.6% | -0.5% |
| 3M | -27.9% | -26.4% | -1.5% | -26.4% |
| 6M | +10.4% | +61.9% | -51.5% | -7.6% |
| YTD | +20.1% | +86.5% | -66.4% | -4.4% |
| 1Y | +109.7% | +156.3% | -46.6% | +57.4% |
| All | +109.7% | +164.0% | -54.3% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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