+689.9%
SEI vs XPO
+867.6%
-177.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.1% | +8.9% | +6.9% |
| 7D | +28.2% | -0.9% | +29.2% | +28.4% |
| 30D | +15.5% | -8.1% | +23.6% | +18.8% |
| 3M | -1.4% | -19.0% | +17.7% | +5.7% |
| 6M | +37.4% | -5.2% | +42.6% | +39.1% |
| YTD | +47.8% | +35.6% | +12.3% | +30.9% |
| 1Y | +174.3% | +41.1% | +133.2% | +137.7% |
| 3Y | +598.5% | +157.9% | +440.6% | +365.1% |
| 5Y | +1,026.2% | +265.6% | +760.6% | +514.5% |
| All | +689.9% | +867.6% | -177.7% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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