+177.6%
XLE vs SEI
+616.9%
-439.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.9% | +0.7% |
| 7D | -0.2% | +12.4% | -12.7% | -3.4% |
| 30D | -4.0% | -18.3% | +14.3% | -1.1% |
| 3M | +4.6% | +10.4% | -5.8% | -1.2% |
| 6M | +12.3% | -12.9% | +25.2% | +9.5% |
| YTD | +44.5% | +41.8% | +2.7% | +19.8% |
| 1Y | +42.4% | +30.3% | +12.1% | +19.5% |
| 3Y | +67.0% | +697.3% | -630.3% | -38.6% |
| 5Y | +161.9% | +877.0% | -715.0% | -18.3% |
| All | +177.6% | +616.9% | -439.3% | -16.2% |
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 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