+51.7%
UNP vs SEI
+1,021.5%
-969.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.8% | -7.1% | -1.6% |
| 7D | -1.7% | +28.2% | -30.0% | -3.0% |
| 30D | -2.1% | +15.5% | -17.6% | -3.0% |
| 3M | +5.4% | -1.4% | +6.8% | +4.9% |
| 6M | +13.4% | +37.4% | -24.0% | +10.1% |
| YTD | +25.0% | +47.8% | -22.9% | +20.3% |
| 1Y | +34.6% | +174.3% | -139.7% | +23.1% |
| 3Y | +43.6% | +598.5% | -554.9% | +13.6% |
| 5Y | +51.7% | +1,026.2% | -974.5% | +13.3% |
| All | +51.7% | +1,021.5% | -969.8% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling