+542.0%
SEI vs ES
+65.3%
+476.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.6% |
| 7D | +10.2% | +0.3% | +9.9% | +10.1% |
| 30D | -1.0% | -2.0% | +0.9% | -0.6% |
| 3M | -27.9% | +1.7% | -29.6% | -28.7% |
| 6M | +10.4% | -3.5% | +13.9% | +10.8% |
| YTD | +20.1% | +7.9% | +12.2% | +16.7% |
| 1Y | +109.7% | +17.2% | +92.6% | +97.2% |
| 3Y | +458.6% | +29.3% | +429.3% | +397.7% |
| 5Y | +775.3% | -5.7% | +781.0% | +764.0% |
| All | +542.0% | +65.3% | +476.7% | +607.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling