+16.2%
EIX vs SEI
+605.9%
-589.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +1.4% | +10.5% | -9.1% | +0.6% |
| 30D | +8.5% | -8.0% | +16.6% | +8.6% |
| 3M | -13.5% | +6.7% | -20.2% | -14.9% |
| 6M | -12.4% | -17.0% | +4.7% | -12.7% |
| YTD | +5.9% | +39.7% | -33.8% | -0.3% |
| 1Y | +7.6% | +43.2% | -35.6% | +0.6% |
| 3Y | +12.8% | +676.3% | -663.6% | -18.6% |
| 5Y | +19.2% | +891.0% | -871.8% | -19.4% |
| All | +16.2% | +605.9% | -589.7% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling