+109.7%
SEI vs EL
+14.8%
+95.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.0% | +0.5% | +2.9% |
| 7D | +10.2% | +0.8% | +9.4% | +10.1% |
| 30D | -1.0% | +19.8% | -20.9% | -4.5% |
| 3M | -27.9% | +25.7% | -53.6% | -31.5% |
| 6M | +10.4% | +5.4% | +4.9% | +10.9% |
| YTD | +20.1% | +0.2% | +19.9% | +18.8% |
| 1Y | +109.7% | +20.4% | +89.3% | +96.6% |
| All | +109.7% | +14.8% | +95.0% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling