+686.9%
SEI vs XLRE
+88.4%
+598.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.5% |
| 7D | +22.6% | -1.2% | +23.7% | +23.5% |
| 30D | +9.1% | -2.4% | +11.5% | +10.7% |
| 3M | -11.3% | -2.5% | -8.8% | -11.0% |
| 6M | +22.0% | +4.0% | +18.0% | +16.9% |
| YTD | +47.3% | +9.3% | +38.0% | +36.1% |
| 1Y | +124.8% | +5.6% | +119.2% | +112.2% |
| 3Y | +591.3% | +31.3% | +560.0% | +457.0% |
| 5Y | +1,008.2% | +9.5% | +998.7% | +892.4% |
| All | +686.9% | +88.4% | +598.5% | +416.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling