+105.8%
ENB vs SEI
+644.4%
-538.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -1.6% |
| 7D | -4.7% | +22.6% | -27.2% | -7.2% |
| 30D | -5.9% | +9.1% | -15.0% | -7.3% |
| 3M | -14.2% | -11.3% | -2.9% | -14.0% |
| 6M | -8.6% | +22.0% | -30.6% | -13.0% |
| YTD | +3.9% | +47.3% | -43.4% | -4.5% |
| 1Y | +1.8% | +124.8% | -123.0% | -13.4% |
| 3Y | +68.5% | +591.3% | -522.8% | +3.9% |
| 5Y | +62.4% | +1,008.2% | -945.8% | -15.1% |
| All | +105.8% | +644.4% | -538.6% | +0.7% |
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 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