+686.9%
SEI vs ESI
+177.8%
+509.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +4.8% |
| 7D | +22.6% | -4.6% | +27.2% | +26.1% |
| 30D | +9.1% | -10.5% | +19.6% | +16.7% |
| 3M | -11.3% | -19.8% | +8.5% | +1.6% |
| 6M | +22.0% | +5.8% | +16.2% | +18.4% |
| YTD | +47.3% | +38.3% | +9.0% | +22.0% |
| 1Y | +124.8% | +31.5% | +93.2% | +92.7% |
| 3Y | +591.3% | +80.7% | +510.6% | +391.1% |
| 5Y | +1,008.2% | +69.4% | +938.8% | +682.8% |
| All | +686.9% | +177.8% | +509.1% | +259.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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