+17.9%
ECL vs SEI
+28.9%
-11.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.1% |
| 7D | -0.5% | +27.6% | -28.1% | +0.5% |
| 30D | +6.6% | -17.1% | +23.7% | +6.1% |
| 3M | +9.6% | +4.6% | +5.0% | +10.1% |
| 6M | +21.6% | -15.1% | +36.7% | +22.5% |
| YTD | +16.9% | +41.2% | -24.3% | +17.3% |
| 1Y | +17.9% | +37.5% | -19.7% | +17.7% |
| All | +17.9% | +28.9% | -11.0% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling