+41.8%
UPS vs SEI
+507.3%
-465.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.6% | -1.5% |
| 7D | -2.9% | +10.2% | -13.1% | -3.8% |
| 30D | -3.5% | -1.0% | -2.5% | -3.6% |
| 3M | -5.7% | -27.9% | +22.2% | -3.6% |
| 6M | -4.4% | +10.4% | -14.8% | -6.8% |
| YTD | +8.0% | +20.1% | -12.1% | +3.8% |
| 1Y | +29.0% | +109.7% | -80.7% | +15.6% |
| 3Y | -27.7% | +458.6% | -486.3% | -47.3% |
| 5Y | -34.3% | +775.3% | -809.6% | -57.1% |
| All | +41.8% | +507.3% | -465.5% | -10.0% |
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