-15.8%
SEI vs ES
+5.9%
-21.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.5% | +8.9% | +7.7% |
| 7D | -4.3% | -0.1% | -4.2% | -3.5% |
| 30D | -18.0% | +5.7% | -23.8% | -11.6% |
| 3M | +8.2% | -2.8% | +11.0% | +8.3% |
| All | -15.8% | +5.9% | -21.7% | -11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling