+593.8%
SEI vs ESI
+81.4%
+512.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +6.6% |
| 7D | +28.2% | +3.9% | +24.3% | +24.8% |
| 30D | +15.5% | -3.8% | +19.3% | +18.9% |
| 3M | -1.4% | -13.1% | +11.8% | +9.5% |
| 6M | +37.4% | +11.3% | +26.1% | +27.5% |
| YTD | +47.8% | +44.1% | +3.7% | +13.2% |
| 1Y | +174.3% | +40.3% | +134.0% | +115.3% |
| All | +593.8% | +81.4% | +512.5% | +344.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling