+646.3%
SEI vs URA
+200.9%
+445.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | 0.0% |
| 7D | +10.5% | -1.5% | +12.0% | +11.6% |
| 30D | -8.0% | -10.4% | +2.4% | -0.1% |
| 3M | +6.7% | -29.6% | +36.4% | +35.2% |
| 6M | -17.0% | -40.3% | +23.2% | +17.4% |
| YTD | +39.7% | -25.5% | +65.1% | +67.8% |
| 1Y | +43.2% | -26.4% | +69.6% | +74.5% |
| 3Y | +676.3% | +31.4% | +644.9% | +554.4% |
| 5Y | +891.0% | +28.6% | +862.4% | +703.6% |
| All | +646.3% | +200.9% | +445.3% | +175.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling