+840.2%
URI vs SEI
+606.2%
+234.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +16.3% | -15.8% | -3.7% |
| 7D | +2.5% | +28.8% | -26.3% | -4.4% |
| 30D | -12.5% | +10.4% | -22.9% | -15.3% |
| 3M | -6.2% | -11.4% | +5.2% | -5.6% |
| 6M | +25.9% | +31.2% | -5.3% | +12.4% |
| YTD | +26.2% | +39.7% | -13.5% | +8.7% |
| 1Y | +5.5% | +149.0% | -143.5% | -25.1% |
| 3Y | +125.0% | +560.2% | -435.2% | -3.3% |
| 5Y | +210.4% | +955.7% | -745.3% | -0.1% |
| All | +840.2% | +606.2% | +234.0% | +217.8% |
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