+28.4%
XLY vs SEI
+999.8%
-971.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | +0.4% |
| 7D | -1.7% | +22.6% | -24.3% | -3.6% |
| 30D | -4.2% | +9.1% | -13.3% | -5.2% |
| 3M | -2.7% | -11.3% | +8.7% | -2.4% |
| 6M | -0.6% | +22.0% | -22.7% | -3.9% |
| YTD | -5.0% | +47.3% | -52.3% | -10.3% |
| 1Y | -4.1% | +124.8% | -128.9% | -13.8% |
| 3Y | +33.6% | +591.3% | -557.7% | +0.5% |
| All | +28.4% | +999.8% | -971.4% | -12.3% |
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