+6.4%
EIX vs SEI
+644.4%
-638.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -1.7% |
| 7D | -1.4% | +22.6% | -23.9% | -3.1% |
| 30D | -19.3% | +9.1% | -28.4% | -20.1% |
| 3M | -21.7% | -11.3% | -10.3% | -21.6% |
| 6M | -19.8% | +22.0% | -41.8% | -22.4% |
| YTD | -3.0% | +47.3% | -50.3% | -8.3% |
| 1Y | +5.1% | +124.8% | -119.7% | -5.5% |
| 3Y | -7.0% | +591.3% | -598.2% | -31.1% |
| 5Y | +22.0% | +1,008.2% | -986.2% | -18.0% |
| All | +6.4% | +644.4% | -638.0% | -32.2% |
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