+222.8%
UNP vs SEI
+507.3%
-284.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.3% | -0.2% |
| 7D | -5.3% | +10.2% | -15.6% | -6.4% |
| 30D | -1.5% | -1.0% | -0.5% | -1.7% |
| 3M | +10.3% | -27.9% | +38.2% | +13.0% |
| 6M | +9.7% | +10.4% | -0.7% | +5.9% |
| YTD | +27.1% | +20.1% | +7.0% | +20.5% |
| 1Y | +32.6% | +109.7% | -77.2% | +15.0% |
| 3Y | +40.0% | +458.6% | -418.6% | -6.1% |
| 5Y | +50.8% | +775.3% | -724.4% | -13.2% |
| All | +222.8% | +507.3% | -284.5% | +79.7% |
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