+179.0%
XLE vs SEI
+507.3%
-328.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.3% | -1.7% |
| 7D | +2.2% | +10.2% | -8.0% | -0.3% |
| 30D | +11.8% | -1.0% | +12.8% | +11.5% |
| 3M | +9.8% | -27.9% | +37.8% | +15.8% |
| 6M | +15.6% | +10.4% | +5.2% | +6.9% |
| YTD | +45.3% | +20.1% | +25.1% | +29.0% |
| 1Y | +48.3% | +109.7% | -61.4% | +8.3% |
| 3Y | +55.4% | +458.6% | -403.2% | -34.2% |
| 5Y | +216.1% | +775.3% | -559.2% | +2.8% |
| All | +179.0% | +507.3% | -328.3% | -9.8% |
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