+686.9%
SEI vs EAT
+442.4%
+244.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.3% |
| 7D | +22.6% | -7.7% | +30.3% | +24.7% |
| 30D | +9.1% | -13.6% | +22.7% | +12.7% |
| 3M | -11.3% | +33.9% | -45.2% | -18.2% |
| 6M | +22.0% | +47.2% | -25.2% | +8.6% |
| YTD | +47.3% | +48.1% | -0.8% | +30.6% |
| 1Y | +124.8% | +33.7% | +91.1% | +102.2% |
| 3Y | +591.3% | +595.8% | -4.5% | +312.4% |
| 5Y | +1,008.2% | +314.4% | +693.8% | +610.0% |
| All | +686.9% | +442.4% | +244.5% | +350.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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