+555.8%
SEI vs ES
+32.2%
+523.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +0.6% | +15.7% | +16.2% |
| 7D | +28.8% | +1.4% | +27.4% | +28.7% |
| 30D | +10.4% | -1.2% | +11.5% | +10.5% |
| 3M | -11.4% | +5.0% | -16.4% | -12.3% |
| 6M | +31.2% | -2.8% | +34.0% | +31.2% |
| YTD | +39.7% | +8.6% | +31.1% | +37.8% |
| 1Y | +149.0% | +18.9% | +130.0% | +140.2% |
| All | +555.8% | +32.2% | +523.6% | +505.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling