+139.8%
XLB vs SEI
+507.3%
-367.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.8% | -0.8% |
| 7D | -1.4% | +10.2% | -11.6% | -2.6% |
| 30D | -0.4% | -1.0% | +0.6% | -0.5% |
| 3M | +2.0% | -27.9% | +29.9% | +5.1% |
| 6M | +1.8% | +10.4% | -8.6% | -1.7% |
| YTD | +16.6% | +20.1% | -3.6% | +10.3% |
| 1Y | +16.9% | +109.7% | -92.8% | +0.6% |
| 3Y | +32.6% | +458.6% | -426.1% | -12.7% |
| 5Y | +35.6% | +775.3% | -739.6% | -22.9% |
| All | +139.8% | +507.3% | -367.4% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling