+96.2%
XLP vs SEI
+606.2%
-510.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +16.3% | -17.0% | -1.2% |
| 7D | -1.4% | +28.8% | -30.3% | -2.4% |
| 30D | -1.3% | +10.4% | -11.6% | -1.7% |
| 3M | +1.8% | -11.4% | +13.3% | +1.9% |
| 6M | -0.8% | +31.2% | -32.0% | -2.8% |
| YTD | +9.5% | +39.7% | -30.2% | +6.8% |
| 1Y | +7.2% | +149.0% | -141.8% | +0.8% |
| 3Y | +27.1% | +560.2% | -533.0% | +7.1% |
| 5Y | +32.0% | +955.7% | -923.6% | +3.7% |
| All | +96.2% | +606.2% | -510.0% | +48.7% |
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 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