+648.8%
SEI vs EL
+16.8%
+631.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.3% | -2.9% | -4.5% |
| 7D | +20.7% | -4.4% | +25.0% | +22.2% |
| 30D | +9.1% | +10.3% | -1.2% | +4.8% |
| 3M | -6.0% | +13.4% | -19.4% | -11.0% |
| 6M | +18.9% | +3.1% | +15.9% | +14.7% |
| YTD | +40.1% | -6.9% | +47.0% | +38.6% |
| 1Y | +120.6% | +11.9% | +108.7% | +104.6% |
| 3Y | +562.1% | -33.8% | +596.0% | +585.4% |
| 5Y | +954.5% | -69.0% | +1,023.4% | +1,348.1% |
| All | +648.8% | +16.8% | +631.9% | +448.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling