+41.9%
XLP vs SEI
+565.5%
-523.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +14.3% | -15.6% | -0.9% |
| 7D | +0.7% | -18.3% | +19.0% | +0.3% |
| 30D | +10.3% | -24.4% | +34.7% | +9.7% |
| 3M | +6.5% | +1.5% | +5.0% | +6.7% |
| 6M | +8.4% | -25.1% | +33.5% | +8.4% |
| YTD | +18.2% | +26.4% | -8.2% | +18.6% |
| 1Y | +22.4% | +8.9% | +13.5% | +22.8% |
| 3Y | +41.9% | +586.7% | -544.8% | +40.8% |
| All | +41.9% | +565.5% | -523.6% | +40.8% |
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