+560.2%
SEI vs EL
-30.9%
+591.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -2.1% | +18.4% | +16.8% |
| 7D | +28.8% | +1.7% | +27.2% | +28.3% |
| 30D | +10.4% | +15.5% | -5.1% | +6.3% |
| 3M | -11.4% | +20.6% | -32.0% | -15.9% |
| 6M | +31.2% | +10.5% | +20.7% | +26.2% |
| YTD | +39.7% | -1.9% | +41.6% | +37.8% |
| 1Y | +149.0% | +16.1% | +132.9% | +134.9% |
| 3Y | +560.2% | -30.2% | +590.4% | +501.0% |
| All | +560.2% | -30.9% | +591.1% | +501.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling