+686.9%
SEI vs XYL
+136.2%
+550.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +4.9% |
| 7D | +22.6% | +1.2% | +21.4% | +21.9% |
| 30D | +9.1% | -11.9% | +21.0% | +18.5% |
| 3M | -11.3% | -1.5% | -9.8% | -11.9% |
| 6M | +22.0% | -11.9% | +33.9% | +30.2% |
| YTD | +47.3% | -20.6% | +67.9% | +67.6% |
| 1Y | +124.8% | -23.5% | +148.3% | +163.5% |
| 3Y | +591.3% | +14.9% | +576.4% | +516.9% |
| 5Y | +1,008.2% | -15.3% | +1,023.5% | +1,076.3% |
| All | +686.9% | +136.2% | +550.8% | +432.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling