+117.6%
ENB vs SEI
+606.2%
-488.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +16.3% | -15.5% | -1.2% |
| 7D | -0.5% | +28.8% | -29.3% | -3.7% |
| 30D | -0.2% | +10.4% | -10.6% | -1.8% |
| 3M | -7.5% | -11.4% | +3.9% | -7.4% |
| 6M | -4.1% | +31.2% | -35.3% | -9.7% |
| YTD | +9.8% | +39.7% | -29.9% | +1.7% |
| 1Y | +8.7% | +149.0% | -140.3% | -9.3% |
| 3Y | +79.0% | +560.2% | -481.2% | +11.0% |
| 5Y | +69.1% | +955.7% | -886.6% | -11.1% |
| All | +117.6% | +606.2% | -488.7% | +7.2% |
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 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