+954.7%
SEI vs XME
+162.6%
+792.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +6.0% |
| 7D | +22.6% | -4.2% | +26.8% | +27.5% |
| 30D | +9.1% | -2.7% | +11.8% | +11.9% |
| 3M | -11.3% | -3.9% | -7.4% | -7.7% |
| 6M | +22.0% | -1.0% | +23.0% | +22.4% |
| YTD | +47.3% | +9.8% | +37.5% | +34.4% |
| 1Y | +124.8% | +32.5% | +92.2% | +75.1% |
| 3Y | +591.3% | +124.3% | +466.9% | +252.6% |
| All | +954.7% | +162.6% | +792.1% | +359.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling