+54.5%
USAR vs SEI
+709.1%
-654.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.1% | -8.1% | -4.1% |
| 7D | -11.6% | +22.6% | -34.2% | -15.9% |
| 30D | -15.5% | +9.1% | -24.6% | -17.5% |
| 3M | -31.0% | -11.3% | -19.7% | -30.0% |
| 6M | -26.2% | +22.0% | -48.2% | -28.7% |
| YTD | +30.8% | +47.3% | -16.5% | +23.1% |
| 1Y | +7.1% | +124.8% | -117.7% | -1.0% |
| 3Y | +53.0% | +591.3% | -538.3% | +37.6% |
| All | +54.5% | +709.1% | -654.6% | +39.1% |
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