+109.7%
SEI vs EXR
+1.1%
+108.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.7% | +3.1% |
| 7D | +10.2% | -2.6% | +12.8% | +9.4% |
| 30D | -1.0% | -7.2% | +6.2% | -3.2% |
| 3M | -27.9% | -3.5% | -24.4% | -29.2% |
| 6M | +10.4% | -5.3% | +15.7% | +6.1% |
| YTD | +20.1% | +9.4% | +10.8% | +17.7% |
| 1Y | +109.7% | +1.3% | +108.4% | +103.7% |
| All | +109.7% | +1.1% | +108.6% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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