+68.5%
XLI vs SEI
+560.9%
-492.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.3% |
| 7D | -2.3% | +20.7% | -22.9% | -4.0% |
| 30D | -8.2% | +9.1% | -17.3% | -9.1% |
| 3M | +0.8% | -6.0% | +6.8% | +0.5% |
| 6M | +0.8% | +18.9% | -18.1% | -1.8% |
| YTD | +10.5% | +40.1% | -29.6% | +5.7% |
| 1Y | +14.1% | +120.6% | -106.5% | +4.6% |
| All | +68.5% | +560.9% | -492.3% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling