+1,648.4%
UMC vs SEI
+608.3%
+1,040.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.2% | +2.7% | -1.8% |
| 7D | +11.4% | +20.7% | -9.3% | +8.5% |
| 30D | +16.8% | +9.1% | +7.7% | +15.1% |
| 3M | +19.1% | -6.0% | +25.1% | +19.6% |
| 6M | +137.4% | +18.9% | +118.5% | +130.9% |
| YTD | +186.4% | +40.1% | +146.2% | +171.2% |
| 1Y | +229.1% | +120.6% | +108.4% | +193.2% |
| 3Y | +257.9% | +562.1% | -304.3% | +152.4% |
| 5Y | +137.5% | +954.5% | -816.9% | +50.3% |
| All | +1,648.4% | +608.3% | +1,040.1% | +941.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling