+97.5%
XLP vs SEI
+507.3%
-409.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.2% | -0.9% |
| 7D | -1.0% | +10.2% | -11.3% | -1.4% |
| 30D | -0.9% | -1.0% | +0.1% | -0.9% |
| 3M | +3.8% | -27.9% | +31.7% | +4.7% |
| 6M | -1.7% | +10.4% | -12.1% | -3.0% |
| YTD | +10.3% | +20.1% | -9.9% | +8.1% |
| 1Y | +7.8% | +109.7% | -101.9% | +2.0% |
| 3Y | +27.2% | +458.6% | -431.4% | +7.9% |
| 5Y | +32.5% | +775.3% | -742.8% | +5.0% |
| All | +97.5% | +507.3% | -409.8% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling