-11.3%
SEI vs XE
-47.4%
+36.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -8.2% | +3.0% | -2.9% |
| 7D | +20.7% | -11.4% | +32.1% | +24.4% |
| 30D | +9.1% | -23.0% | +32.1% | +15.7% |
| 3M | -6.0% | -12.1% | +6.1% | -6.4% |
| All | -11.3% | -47.4% | +36.1% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling