+187.7%
XLF vs SEI
+647.2%
-459.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -1.2% |
| 7D | -1.0% | +28.2% | -29.3% | -4.7% |
| 30D | -1.3% | +15.5% | -16.8% | -3.7% |
| 3M | +9.1% | -1.4% | +10.5% | +7.6% |
| 6M | +14.4% | +37.4% | -23.1% | +6.1% |
| YTD | +5.1% | +47.8% | -42.7% | -4.5% |
| 1Y | +8.6% | +174.3% | -165.7% | -12.3% |
| 3Y | +74.4% | +598.5% | -524.0% | +5.9% |
| 5Y | +64.4% | +1,026.2% | -961.9% | -16.7% |
| All | +187.7% | +647.2% | -459.5% | +41.4% |
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