+646.6%
SEI vs XME
+368.6%
+278.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +1.1% | +15.2% | +15.3% |
| 7D | +28.8% | +3.6% | +25.2% | +25.1% |
| 30D | +10.4% | +3.6% | +6.7% | +6.9% |
| 3M | -11.4% | +1.2% | -12.6% | -11.6% |
| 6M | +31.2% | +9.0% | +22.1% | +21.1% |
| YTD | +39.7% | +15.9% | +23.8% | +21.6% |
| 1Y | +149.0% | +43.2% | +105.8% | +81.0% |
| 3Y | +560.2% | +137.4% | +422.8% | +212.9% |
| 5Y | +955.7% | +185.0% | +770.6% | +307.0% |
| All | +646.6% | +368.6% | +278.0% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling