+954.7%
SEI vs XYL
-16.2%
+970.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +4.9% |
| 7D | +22.6% | +1.2% | +21.4% | +22.1% |
| 30D | +9.1% | -11.9% | +21.0% | +15.9% |
| 3M | -11.3% | -1.5% | -9.8% | -12.0% |
| 6M | +22.0% | -11.9% | +33.9% | +28.0% |
| YTD | +47.3% | -20.6% | +67.9% | +62.5% |
| 1Y | +124.8% | -23.5% | +148.3% | +153.8% |
| 3Y | +591.3% | +14.9% | +576.4% | +561.9% |
| All | +954.7% | -16.2% | +970.9% | +920.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling