+591.3%
SEI vs XLRE
+31.2%
+560.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.7% |
| 7D | +22.6% | -1.2% | +23.7% | +23.3% |
| 30D | +9.1% | -2.4% | +11.5% | +10.3% |
| 3M | -11.3% | -2.5% | -8.8% | -11.3% |
| 6M | +22.0% | +4.0% | +18.0% | +16.1% |
| YTD | +47.3% | +9.3% | +38.0% | +35.1% |
| 1Y | +124.8% | +5.6% | +119.2% | +110.8% |
| 3Y | +591.3% | +31.3% | +560.0% | +442.0% |
| All | +591.3% | +31.2% | +560.1% | +442.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 3y: compounded portfolio wealth divided by compounded XLRE 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…
3y analysis · Full analysis span regression · 6 months rolling