+881.6%
SEI vs UMAC
+473.8%
+407.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +5.4% |
| 7D | +22.6% | -3.4% | +26.0% | +23.1% |
| 30D | +9.1% | -15.1% | +24.2% | +10.5% |
| 3M | -11.3% | -10.8% | -0.6% | -11.2% |
| 6M | +22.0% | +15.7% | +6.3% | +16.4% |
| YTD | +47.3% | +80.1% | -32.9% | +34.6% |
| 1Y | +124.8% | +116.7% | +8.0% | +100.6% |
| All | +881.6% | +473.8% | +407.8% | +748.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling