+8.2%
SEI vs EOSE
-85.5%
+93.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +12.6% | -29.5% | -20.1% |
| 7D | -16.4% | +9.7% | -26.2% | -19.1% |
| 30D | -22.9% | -34.6% | +11.7% | -15.1% |
| 3M | -0.3% | -50.8% | +50.5% | +16.9% |
| 6M | -22.3% | -66.5% | +44.1% | -3.4% |
| YTD | +26.2% | -81.3% | +107.5% | +74.7% |
| 1Y | +8.2% | -84.8% | +93.0% | +56.6% |
| All | +8.2% | -85.5% | +93.7% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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