+688.4%
SEI vs URA
+43.1%
+645.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.3% | +3.6% |
| 7D | +12.4% | +2.9% | +9.5% | +10.8% |
| 30D | -18.3% | -10.8% | -7.4% | -9.8% |
| 3M | +10.4% | -25.5% | +36.0% | +38.1% |
| 6M | -12.9% | -41.2% | +28.3% | +28.2% |
| YTD | +41.8% | -21.3% | +63.1% | +63.7% |
| 1Y | +30.3% | -25.7% | +56.0% | +57.8% |
| All | +688.4% | +43.1% | +645.3% | +547.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 3y: compounded portfolio wealth divided by compounded URA 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…
3y analysis · Full analysis span regression · 6 months rolling