+1,185.5%
SEI vs EOSE
-60.2%
+1,245.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.9% | -1.3% | -4.8% |
| 7D | +20.7% | +14.0% | +6.7% | +18.9% |
| 30D | +9.1% | -5.9% | +15.0% | +9.6% |
| 3M | -6.0% | -34.3% | +28.3% | -2.0% |
| 6M | +18.9% | -37.8% | +56.7% | +22.8% |
| YTD | +40.1% | -65.2% | +105.3% | +51.6% |
| 1Y | +120.6% | -41.9% | +162.6% | +128.1% |
| 3Y | +562.1% | +44.6% | +517.6% | +492.7% |
| 5Y | +954.5% | -69.2% | +1,023.7% | +863.6% |
| All | +1,185.5% | -60.2% | +1,245.8% | +1,180.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling