+69.9%
USB vs SEI
+592.7%
-522.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.4% | -5.9% | +1.1% |
| 7D | +0.8% | -4.3% | +5.0% | +0.7% |
| 30D | +6.8% | -18.0% | +24.8% | +8.8% |
| 3M | -3.8% | +8.2% | -12.0% | -7.8% |
| 6M | +11.7% | -13.9% | +25.6% | +9.6% |
| YTD | +17.5% | +37.0% | -19.6% | +2.9% |
| 1Y | +33.8% | +24.5% | +9.3% | +18.6% |
| 3Y | +104.2% | +681.1% | -576.8% | +1.8% |
| 5Y | +26.4% | +787.5% | -761.1% | -43.4% |
| All | +69.9% | +592.7% | -522.7% | -30.1% |
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