+22.2%
XLP vs SEI
+22.6%
-0.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.4% | -7.5% | +1.5% |
| 7D | +0.1% | -4.3% | +4.3% | 0.0% |
| 30D | +8.9% | -18.0% | +27.0% | +8.1% |
| 3M | +7.5% | +8.2% | -0.8% | +8.6% |
| 6M | +9.4% | -13.9% | +23.3% | +10.1% |
| YTD | +19.3% | +37.0% | -17.8% | +21.3% |
| All | +22.2% | +22.6% | -0.4% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling