+689.9%
SEI vs EFV
+131.9%
+557.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.7% | +7.1% |
| 7D | +28.2% | -0.5% | +28.7% | +28.8% |
| 30D | +15.5% | 0.0% | +15.5% | +15.2% |
| 3M | -1.4% | +8.4% | -9.8% | -11.8% |
| 6M | +37.4% | +12.3% | +25.1% | +17.2% |
| YTD | +47.8% | +17.4% | +30.4% | +18.7% |
| 1Y | +174.3% | +27.1% | +147.2% | +97.4% |
| 3Y | +598.5% | +90.7% | +507.8% | +186.0% |
| 5Y | +1,026.2% | +95.6% | +930.6% | +347.9% |
| All | +689.9% | +131.9% | +557.9% | +165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling