+188.7%
XLF vs SEI
+644.4%
-455.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | 0.0% |
| 7D | -1.5% | +22.6% | -24.0% | -4.5% |
| 30D | -1.2% | +9.1% | -10.3% | -2.8% |
| 3M | +9.2% | -11.3% | +20.5% | +9.4% |
| 6M | +16.3% | +22.0% | -5.7% | +10.0% |
| YTD | +5.4% | +47.3% | -41.8% | -4.2% |
| 1Y | +7.6% | +124.8% | -117.2% | -10.0% |
| 3Y | +74.2% | +591.3% | -517.1% | +5.9% |
| 5Y | +66.1% | +1,008.2% | -942.1% | -15.5% |
| All | +188.7% | +644.4% | -455.7% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling