+686.9%
SEI vs EXR
+168.2%
+518.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.9% |
| 7D | +22.6% | -1.2% | +23.7% | +22.8% |
| 30D | +9.1% | -6.2% | +15.3% | +10.4% |
| 3M | -11.3% | -7.4% | -3.9% | -10.5% |
| 6M | +22.0% | -0.5% | +22.6% | +21.0% |
| YTD | +47.3% | +8.1% | +39.2% | +42.9% |
| 1Y | +124.8% | -2.9% | +127.6% | +123.1% |
| 3Y | +591.3% | +22.9% | +568.3% | +537.9% |
| 5Y | +1,008.2% | -10.2% | +1,018.4% | +969.7% |
| All | +686.9% | +168.2% | +518.7% | +519.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling