-17.0%
SEI vs EXR
+12.5%
-29.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -0.8% |
| 7D | +10.5% | -0.4% | +10.9% | +9.5% |
| 30D | -8.0% | +18.2% | -26.2% | +21.4% |
| 3M | +6.7% | +7.3% | -0.6% | +20.5% |
| 6M | -17.0% | +13.8% | -30.9% | -1.8% |
| All | -17.0% | +12.5% | -29.5% | -1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling