+1,251.1%
SEI vs EOSE
-60.6%
+1,311.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.2% |
| 7D | +22.6% | +1.8% | +20.8% | +22.4% |
| 30D | +9.1% | -6.8% | +15.9% | +9.7% |
| 3M | -11.3% | -36.3% | +25.0% | -7.3% |
| 6M | +22.0% | -38.8% | +60.8% | +26.2% |
| YTD | +47.3% | -65.5% | +112.8% | +59.5% |
| 1Y | +124.8% | -45.3% | +170.1% | +133.5% |
| 3Y | +591.3% | +44.2% | +547.1% | +519.1% |
| 5Y | +1,008.2% | -69.5% | +1,077.7% | +913.8% |
| All | +1,251.1% | -60.6% | +1,311.7% | +1,247.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling