+109.7%
SEI vs ESTC
+7.3%
+102.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.5% | +7.9% | +3.2% |
| 7D | +10.2% | -8.1% | +18.3% | +9.8% |
| 30D | -1.0% | +31.7% | -32.7% | 0.0% |
| 3M | -27.9% | +41.1% | -69.0% | -26.5% |
| 6M | +10.4% | +77.1% | -66.7% | +12.2% |
| YTD | +20.1% | +21.7% | -1.6% | +25.9% |
| 1Y | +109.7% | +8.4% | +101.3% | +127.6% |
| All | +109.7% | +7.3% | +102.4% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling