+120.6%
SEI vs ES
+12.7%
+107.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.1% | -5.2% |
| 7D | +20.7% | -3.5% | +24.1% | +20.5% |
| 30D | +9.1% | -3.0% | +12.1% | +9.0% |
| 3M | -6.0% | -0.3% | -5.7% | -6.9% |
| 6M | +18.9% | -5.2% | +24.1% | +18.4% |
| YTD | +40.1% | +4.8% | +35.4% | +38.7% |
| 1Y | +120.6% | +12.7% | +107.9% | +104.1% |
| All | +120.6% | +12.7% | +107.9% | +104.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling