+42.9%
UL vs SEI
+644.4%
-601.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | +0.5% |
| 7D | -3.4% | +22.6% | -26.0% | -3.9% |
| 30D | +0.5% | +9.1% | -8.6% | +0.2% |
| 3M | +7.2% | -11.3% | +18.6% | +7.4% |
| 6M | -3.1% | +22.0% | -25.1% | -4.2% |
| YTD | -2.7% | +47.3% | -50.0% | -4.8% |
| 1Y | -10.2% | +124.8% | -135.0% | -14.0% |
| 3Y | +20.3% | +591.3% | -571.0% | +3.1% |
| 5Y | +19.9% | +1,008.2% | -988.3% | -3.9% |
| All | +42.9% | +644.4% | -601.5% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 10y: compounded portfolio wealth divided by compounded SEI 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…
10y analysis · Full analysis span regression · 6 months rolling