+303.9%
SEI vs ESTC
+31.2%
+272.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.5% | +7.9% | +4.2% |
| 7D | +10.2% | -8.1% | +18.3% | +11.7% |
| 30D | -1.0% | +31.7% | -32.7% | -6.8% |
| 3M | -27.9% | +41.1% | -69.0% | -33.3% |
| 6M | +10.4% | +77.1% | -66.7% | -3.2% |
| YTD | +20.1% | +21.7% | -1.6% | +12.6% |
| 1Y | +109.7% | +8.4% | +101.3% | +100.0% |
| 3Y | +458.6% | +23.6% | +435.0% | +409.6% |
| 5Y | +775.3% | -46.5% | +821.7% | +769.8% |
| All | +303.9% | +31.2% | +272.7% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling