+69.4%
USB vs SEI
+584.5%
-515.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +1.4% | -10.8% | +12.2% | +2.7% |
| 30D | +6.4% | -19.0% | +25.4% | +8.7% |
| 3M | -4.5% | +5.8% | -10.3% | -8.0% |
| 6M | +11.4% | -14.9% | +26.3% | +9.5% |
| YTD | +17.1% | +35.4% | -18.3% | +2.7% |
| 1Y | +32.6% | +23.9% | +8.7% | +17.6% |
| 3Y | +101.8% | +661.3% | -559.5% | +1.2% |
| 5Y | +25.1% | +822.2% | -797.1% | -44.7% |
| All | +69.4% | +584.5% | -515.1% | -30.2% |
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