+39.0%
UPS vs SEI
+644.4%
-605.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.2% |
| 7D | -2.0% | +22.6% | -24.5% | -4.0% |
| 30D | -2.0% | +9.1% | -11.0% | -3.1% |
| 3M | -6.2% | -11.3% | +5.1% | -6.1% |
| 6M | +2.8% | +22.0% | -19.2% | -0.9% |
| YTD | +5.9% | +47.3% | -41.4% | -0.4% |
| 1Y | +26.2% | +124.8% | -98.5% | +12.5% |
| 3Y | -26.0% | +591.3% | -617.3% | -47.3% |
| 5Y | -34.3% | +1,008.2% | -1,042.5% | -58.2% |
| All | +39.0% | +644.4% | -605.4% | -13.6% |
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