+207.5%
XLI vs SEI
+606.2%
-398.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +16.3% | -16.8% | -2.8% |
| 7D | +1.0% | +28.8% | -27.9% | -2.8% |
| 30D | -5.8% | +10.4% | -16.2% | -7.5% |
| 3M | +0.7% | -11.4% | +12.1% | +1.1% |
| 6M | +3.2% | +31.2% | -28.0% | -2.9% |
| YTD | +13.0% | +39.7% | -26.7% | +4.5% |
| 1Y | +16.8% | +149.0% | -132.2% | -2.5% |
| 3Y | +72.4% | +560.2% | -487.8% | +10.2% |
| 5Y | +82.8% | +955.7% | -872.9% | -0.6% |
| All | +207.5% | +606.2% | -398.7% | +62.7% |
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 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