+124.8%
SEI vs ET
+33.4%
+91.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +4.9% |
| 7D | +22.6% | +0.2% | +22.3% | +22.6% |
| 30D | +9.1% | +2.9% | +6.2% | +9.8% |
| 3M | -11.3% | +16.8% | -28.1% | -8.8% |
| 6M | +22.0% | +18.9% | +3.1% | +26.3% |
| YTD | +47.3% | +37.7% | +9.6% | +52.8% |
| 1Y | +124.8% | +32.4% | +92.3% | +99.5% |
| All | +124.8% | +33.4% | +91.3% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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