+542.0%
SEI vs ESI
+191.4%
+350.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.5% | +1.7% |
| 7D | +10.2% | +3.3% | +6.9% | +8.2% |
| 30D | -1.0% | -5.9% | +4.8% | +2.7% |
| 3M | -27.9% | -14.1% | -13.8% | -20.5% |
| 6M | +10.4% | +6.6% | +3.8% | +6.3% |
| YTD | +20.1% | +45.0% | -24.9% | -3.2% |
| 1Y | +109.7% | +41.5% | +68.3% | +72.5% |
| 3Y | +458.6% | +78.8% | +379.9% | +297.6% |
| 5Y | +775.3% | +70.9% | +704.4% | +514.0% |
| All | +542.0% | +191.4% | +350.6% | +185.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling