+56.1%
ECL vs SEI
+558.9%
-502.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +16.3% | -16.7% | -0.4% |
| 7D | -0.8% | +28.8% | -29.6% | -0.7% |
| 30D | -2.5% | +10.4% | -12.8% | -2.5% |
| 3M | +8.3% | -11.4% | +19.8% | +8.5% |
| 6M | -1.1% | +31.2% | -32.3% | -1.4% |
| YTD | +6.5% | +39.7% | -33.2% | +6.1% |
| 1Y | +2.1% | +149.0% | -146.9% | +0.7% |
| All | +56.1% | +558.9% | -502.9% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling