+557.7%
SEI vs XME
+124.3%
+433.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.7% | -1.5% | -1.4% |
| 7D | +20.7% | -3.0% | +23.7% | +24.8% |
| 30D | +9.1% | -2.6% | +11.7% | +12.1% |
| 3M | -6.0% | +2.2% | -8.1% | -7.5% |
| 6M | +18.9% | +0.7% | +18.2% | +16.4% |
| YTD | +40.1% | +10.9% | +29.2% | +22.4% |
| 1Y | +120.6% | +35.7% | +84.9% | +55.8% |
| All | +557.7% | +124.3% | +433.5% | +176.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling