+132.1%
XLB vs SEI
+608.3%
-476.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | -0.6% |
| 7D | -3.5% | +20.7% | -24.2% | -6.0% |
| 30D | -4.7% | +9.1% | -13.8% | -6.1% |
| 3M | +2.7% | -6.0% | +8.7% | +2.1% |
| 6M | +2.6% | +18.9% | -16.3% | -2.0% |
| YTD | +12.8% | +40.1% | -27.3% | +4.5% |
| 1Y | +14.0% | +120.6% | -106.7% | -2.4% |
| 3Y | +31.5% | +562.1% | -530.7% | -15.5% |
| 5Y | +33.4% | +954.5% | -921.0% | -26.3% |
| All | +132.1% | +608.3% | -476.2% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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