+141.1%
ECL vs SEI
+644.4%
-503.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +1.3% |
| 7D | -1.1% | +22.6% | -23.7% | -2.9% |
| 30D | -0.8% | +9.1% | -9.9% | -1.8% |
| 3M | +5.0% | -11.3% | +16.4% | +5.2% |
| 6M | +0.2% | +22.0% | -21.8% | -3.1% |
| YTD | +5.8% | +47.3% | -41.5% | -0.1% |
| 1Y | +1.5% | +124.8% | -123.2% | -9.0% |
| 3Y | +55.0% | +591.3% | -536.3% | +11.4% |
| 5Y | +29.3% | +1,008.2% | -978.9% | -18.3% |
| All | +141.1% | +644.4% | -503.3% | +42.1% |
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