+8.4%
ECL vs SEI
+9.1%
-0.6%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | +0.8% |
| 7D | -2.3% | +12.4% | -14.7% | -1.5% |
| 30D | +8.3% | -18.3% | +26.6% | +7.3% |
| 3M | +8.4% | +10.4% | -2.0% | +9.6% |
| All | +8.4% | +9.1% | -0.6% | +9.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling