+591.3%
SEI vs EFV
+90.2%
+501.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +3.6% |
| 7D | +22.6% | -0.8% | +23.4% | +23.8% |
| 30D | +9.1% | +0.6% | +8.5% | +7.9% |
| 3M | -11.3% | +7.5% | -18.9% | -19.9% |
| 6M | +22.0% | +13.0% | +9.0% | +3.3% |
| YTD | +47.3% | +18.3% | +29.0% | +17.2% |
| 1Y | +124.8% | +26.7% | +98.0% | +63.3% |
| 3Y | +591.3% | +89.6% | +501.7% | +190.9% |
| All | +591.3% | +90.2% | +501.0% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling