+44.0%
XLP vs SEI
+889.7%
-845.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | +2.5% | +10.5% | -7.9% | +2.6% |
| 30D | +7.3% | -8.0% | +15.3% | +7.3% |
| 3M | +8.1% | +6.7% | +1.4% | +8.1% |
| 6M | +10.5% | -17.0% | +27.5% | +10.7% |
| YTD | +21.2% | +39.7% | -18.5% | +20.5% |
| 1Y | +22.7% | +43.2% | -20.5% | +22.0% |
| 3Y | +44.8% | +676.3% | -631.5% | +33.6% |
| All | +44.0% | +889.7% | -845.7% | +31.9% |
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