+689.9%
SEI vs ES
+63.9%
+626.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.5% | +7.3% | +6.2% |
| 7D | +28.2% | 0.0% | +28.2% | +28.2% |
| 30D | +15.5% | -1.0% | +16.5% | +15.7% |
| 3M | -1.4% | +1.5% | -2.9% | -2.3% |
| 6M | +37.4% | -3.5% | +40.9% | +37.9% |
| YTD | +47.8% | +7.0% | +40.8% | +43.9% |
| 1Y | +174.3% | +15.3% | +159.0% | +159.1% |
| 3Y | +598.5% | +30.2% | +568.3% | +520.4% |
| 5Y | +1,026.2% | -4.3% | +1,030.5% | +1,005.2% |
| All | +689.9% | +63.9% | +626.0% | +773.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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