+657.9%
SEI vs EXR
+213.9%
+444.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.6% | +4.7% |
| 7D | +12.4% | -1.1% | +13.6% | +12.7% |
| 30D | -18.3% | +18.8% | -37.0% | -21.2% |
| 3M | +10.4% | +9.9% | +0.5% | +8.1% |
| 6M | -12.9% | +12.6% | -25.5% | -15.8% |
| YTD | +41.8% | +26.5% | +15.3% | +33.1% |
| 1Y | +30.3% | +24.5% | +5.8% | +22.6% |
| 3Y | +697.3% | +52.4% | +644.9% | +603.0% |
| 5Y | +877.0% | -1.5% | +878.5% | +829.3% |
| All | +657.9% | +213.9% | +444.0% | +477.0% |
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