+142.0%
YUM vs SEI
+644.4%
-502.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.1% | -7.2% | -2.3% |
| 7D | -6.1% | +22.6% | -28.6% | -7.1% |
| 30D | -5.8% | +9.1% | -14.9% | -6.4% |
| 3M | -7.6% | -11.3% | +3.7% | -7.5% |
| 6M | -9.1% | +22.0% | -31.2% | -11.1% |
| YTD | -5.5% | +47.3% | -52.8% | -8.9% |
| 1Y | -3.7% | +124.8% | -128.5% | -10.4% |
| 3Y | +17.8% | +591.3% | -573.5% | -6.1% |
| 5Y | +19.3% | +1,008.2% | -989.0% | -12.9% |
| All | +142.0% | +644.4% | -502.4% | +68.4% |
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