+32.5%
XLB vs SEI
+597.1%
-564.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.9% | -1.4% |
| 7D | -2.9% | +28.2% | -31.2% | -4.4% |
| 30D | -3.4% | +15.5% | -18.8% | -4.3% |
| 3M | +1.6% | -1.4% | +3.0% | +1.2% |
| 6M | +3.6% | +37.4% | -33.8% | +0.7% |
| YTD | +14.2% | +47.8% | -33.6% | +10.1% |
| 1Y | +15.6% | +174.3% | -158.7% | +6.3% |
| All | +32.5% | +597.1% | -564.6% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling