+395.1%
SEI vs ESTC
+19.1%
+375.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | +22.6% | -9.2% | +31.8% | +24.5% |
| 30D | +9.1% | +8.1% | +1.0% | +6.3% |
| 3M | -11.3% | +38.5% | -49.8% | -18.0% |
| 6M | +22.0% | +57.8% | -35.8% | +9.1% |
| YTD | +47.3% | +10.5% | +36.7% | +40.1% |
| 1Y | +124.8% | -6.4% | +131.1% | +120.2% |
| 3Y | +591.3% | +4.7% | +586.6% | +548.4% |
| 5Y | +1,008.2% | -47.8% | +1,056.0% | +1,002.6% |
| All | +395.1% | +19.1% | +375.9% | +241.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling