+646.6%
SEI vs XHB
+188.7%
+457.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -2.4% | +18.7% | +17.8% |
| 7D | +28.8% | +0.2% | +28.7% | +28.4% |
| 30D | +10.4% | -9.1% | +19.4% | +16.6% |
| 3M | -11.4% | -2.3% | -9.1% | -10.9% |
| 6M | +31.2% | -4.1% | +35.3% | +32.8% |
| YTD | +39.7% | -1.7% | +41.4% | +38.8% |
| 1Y | +149.0% | -15.1% | +164.1% | +170.7% |
| 3Y | +560.2% | +26.8% | +533.4% | +430.0% |
| 5Y | +955.7% | +37.3% | +918.3% | +671.1% |
| All | +646.6% | +188.7% | +457.9% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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