+157.0%
UNH vs SEI
+644.4%
-487.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.1% | -7.5% | -2.6% |
| 7D | -4.5% | +22.6% | -27.1% | -5.7% |
| 30D | -6.5% | +9.1% | -15.6% | -7.1% |
| 3M | -6.0% | -11.3% | +5.3% | -5.9% |
| 6M | +33.7% | +22.0% | +11.6% | +30.9% |
| YTD | +16.4% | +47.3% | -30.9% | +12.4% |
| 1Y | +10.1% | +124.8% | -114.7% | +3.2% |
| 3Y | -16.3% | +591.3% | -607.6% | -33.5% |
| 5Y | +2.1% | +1,008.2% | -1,006.1% | -26.2% |
| All | +157.0% | +644.4% | -487.4% | +78.2% |
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 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