+1,689.5%
UMC vs SEI
+644.4%
+1,045.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.7% | +1.7% |
| 7D | +9.0% | +22.6% | -13.6% | +6.0% |
| 30D | +17.2% | +9.1% | +8.2% | +15.6% |
| 3M | +11.4% | -11.3% | +22.7% | +12.5% |
| 6M | +137.5% | +22.0% | +115.5% | +130.0% |
| YTD | +193.1% | +47.3% | +145.8% | +175.7% |
| 1Y | +240.3% | +124.8% | +115.5% | +202.3% |
| 3Y | +262.2% | +591.3% | -329.1% | +154.0% |
| 5Y | +143.1% | +1,008.2% | -865.1% | +52.8% |
| All | +1,689.5% | +644.4% | +1,045.1% | +958.5% |
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