+70.6%
ENB vs SEI
+1,007.8%
-937.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.5% | -1.0% |
| 7D | -0.3% | +28.2% | -28.6% | -2.0% |
| 30D | -1.1% | +15.5% | -16.5% | -2.2% |
| 3M | -8.5% | -1.4% | -7.1% | -9.0% |
| 6M | -4.5% | +37.4% | -42.0% | -7.8% |
| YTD | +9.1% | +47.8% | -38.7% | +4.4% |
| 1Y | +8.0% | +174.3% | -166.3% | -3.1% |
| 3Y | +77.8% | +598.5% | -520.7% | +29.9% |
| All | +70.6% | +1,007.8% | -937.2% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling