+646.6%
SEI vs XYL
+140.2%
+506.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +3.0% | +13.3% | +14.4% |
| 7D | +28.8% | +1.8% | +27.1% | +27.6% |
| 30D | +10.4% | -9.2% | +19.6% | +17.5% |
| 3M | -11.4% | -0.3% | -11.2% | -12.7% |
| 6M | +31.2% | -11.0% | +42.1% | +39.0% |
| YTD | +39.7% | -19.2% | +58.9% | +57.2% |
| 1Y | +149.0% | -21.2% | +170.2% | +186.5% |
| 3Y | +560.2% | +18.6% | +541.6% | +477.1% |
| 5Y | +955.7% | -14.3% | +970.0% | +1,013.5% |
| All | +646.6% | +140.2% | +506.3% | +399.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling