+646.3%
SEI vs EXR
+212.5%
+433.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +10.5% | -0.4% | +10.9% | +10.6% |
| 30D | -8.0% | +18.2% | -26.2% | -11.2% |
| 3M | +6.7% | +7.3% | -0.6% | +5.0% |
| 6M | -17.0% | +13.8% | -30.9% | -20.0% |
| YTD | +39.7% | +25.9% | +13.7% | +31.2% |
| 1Y | +43.2% | +25.8% | +17.4% | +34.4% |
| 3Y | +676.3% | +53.7% | +622.6% | +583.0% |
| 5Y | +891.0% | -1.8% | +892.8% | +842.9% |
| All | +646.3% | +212.5% | +433.8% | +468.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling