+28.3%
XLB vs SEI
+867.5%
-839.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | 0.0% | +27.6% | -27.6% | -1.8% |
| 30D | +5.3% | -17.1% | +22.4% | +6.1% |
| 3M | 0.0% | +4.6% | -4.6% | -1.4% |
| 6M | +1.2% | -15.1% | +16.3% | +0.8% |
| YTD | +16.9% | +41.2% | -24.3% | +10.4% |
| 1Y | +20.9% | +37.5% | -16.6% | +14.1% |
| 3Y | +43.3% | +693.7% | -650.3% | +3.0% |
| 5Y | +28.3% | +901.7% | -873.4% | -11.0% |
| All | +28.3% | +867.5% | -839.2% | -11.0% |
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