-36.5%
ELAN vs SEI
+390.5%
-427.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.2% | +2.3% | -2.1% |
| 7D | -6.4% | +20.7% | -27.0% | -9.3% |
| 30D | +0.6% | +9.1% | -8.5% | -1.3% |
| 3M | 0.0% | -6.0% | +5.9% | -0.8% |
| 6M | -3.4% | +18.9% | -22.4% | -8.3% |
| YTD | +1.0% | +40.1% | -39.1% | -7.3% |
| 1Y | +24.7% | +120.6% | -95.9% | +4.8% |
| 3Y | +97.2% | +562.1% | -464.9% | +20.6% |
| 5Y | -31.5% | +954.5% | -986.0% | -64.6% |
| All | -36.5% | +390.5% | -427.0% | -67.7% |
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