+24.6%
ECL vs SEI
-17.1%
+41.6%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.5% |
| 7D | +2.9% | +10.5% | -7.6% | +3.6% |
| 30D | +7.5% | -8.0% | +15.5% | +7.2% |
| 3M | +12.2% | +6.7% | +5.5% | +13.7% |
| 6M | +24.6% | -17.0% | +41.6% | +25.8% |
| All | +24.6% | -17.1% | +41.6% | +25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling