+557.7%
SEI vs XYL
+15.2%
+542.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -4.6% |
| 7D | +20.7% | -1.2% | +21.9% | +21.7% |
| 30D | +9.1% | -13.2% | +22.3% | +19.1% |
| 3M | -6.0% | -0.2% | -5.8% | -8.6% |
| 6M | +18.9% | -12.5% | +31.4% | +27.0% |
| YTD | +40.1% | -20.9% | +61.0% | +60.3% |
| 1Y | +120.6% | -21.6% | +142.2% | +156.0% |
| All | +557.7% | +15.2% | +542.5% | +498.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling