+34.1%
XLP vs SEI
+770.7%
-736.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.2% | -0.8% |
| 7D | -1.0% | +10.2% | -11.3% | -1.0% |
| 30D | -0.9% | -1.0% | +0.1% | -0.9% |
| 3M | +3.8% | -27.9% | +31.7% | +4.0% |
| 6M | -1.7% | +10.4% | -12.1% | -2.1% |
| YTD | +10.3% | +20.1% | -9.9% | +9.6% |
| 1Y | +7.8% | +109.7% | -101.9% | +5.9% |
| 3Y | +27.2% | +458.6% | -431.4% | +18.3% |
| All | +34.1% | +770.7% | -736.6% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling