+113.7%
XLP vs SEI
+592.7%
-479.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.4% | -7.5% | +0.7% |
| 7D | +0.1% | -4.3% | +4.3% | +0.1% |
| 30D | +8.9% | -18.0% | +27.0% | +9.3% |
| 3M | +7.5% | +8.2% | -0.8% | +6.6% |
| 6M | +9.4% | -13.9% | +23.3% | +9.1% |
| YTD | +19.3% | +37.0% | -17.8% | +15.8% |
| 1Y | +21.7% | +24.5% | -2.8% | +18.6% |
| 3Y | +44.0% | +681.1% | -637.1% | +19.1% |
| 5Y | +42.8% | +787.5% | -744.7% | +13.6% |
| All | +113.7% | +592.7% | -479.0% | +61.3% |
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