+124.8%
SEI vs XME
+34.9%
+89.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +6.1% |
| 7D | +22.6% | -4.2% | +26.8% | +28.0% |
| 30D | +9.1% | -2.7% | +11.8% | +12.2% |
| 3M | -11.3% | -3.9% | -7.4% | -8.6% |
| 6M | +22.0% | -1.0% | +23.0% | +20.2% |
| YTD | +47.3% | +9.8% | +37.5% | +27.0% |
| 1Y | +124.8% | +32.5% | +92.2% | +40.5% |
| All | +124.8% | +34.9% | +89.9% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling