+1,026.2%
SEI vs ESTC
-46.4%
+1,072.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.1% | +7.9% | +6.1% |
| 7D | +28.2% | -3.3% | +31.6% | +28.7% |
| 30D | +15.5% | +13.4% | +2.0% | +11.8% |
| 3M | -1.4% | +41.3% | -42.7% | -8.7% |
| 6M | +37.4% | +62.6% | -25.2% | +22.8% |
| YTD | +47.8% | +14.8% | +33.1% | +40.4% |
| 1Y | +174.3% | -5.1% | +179.4% | +169.7% |
| 3Y | +598.5% | +11.2% | +587.3% | +560.5% |
| 5Y | +1,026.2% | -47.0% | +1,073.2% | +946.7% |
| All | +1,026.2% | -46.4% | +1,072.6% | +946.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling