+18.9%
SEI vs XLRE
+2.0%
+16.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -5.9% |
| 7D | +20.7% | -2.7% | +23.4% | +17.8% |
| 30D | +9.1% | -2.3% | +11.5% | +6.9% |
| 3M | -6.0% | -3.5% | -2.5% | -9.1% |
| 6M | +18.9% | +1.9% | +17.1% | +7.5% |
| All | +18.9% | +2.0% | +16.9% | +7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling