+35.0%
XLB vs SEI
+1,021.5%
-986.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.9% | -1.5% |
| 7D | -2.9% | +28.2% | -31.2% | -5.0% |
| 30D | -3.4% | +15.5% | -18.8% | -4.7% |
| 3M | +1.6% | -1.4% | +3.0% | +0.9% |
| 6M | +3.6% | +37.4% | -33.8% | -0.6% |
| YTD | +14.2% | +47.8% | -33.6% | +8.4% |
| 1Y | +15.6% | +174.3% | -158.7% | +2.5% |
| 3Y | +33.1% | +598.5% | -565.4% | -1.7% |
| 5Y | +35.0% | +1,026.2% | -991.2% | -9.2% |
| All | +35.0% | +1,021.5% | -986.5% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling