-0.6%
XLY vs SEI
+26.0%
-26.6%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | +0.7% |
| 7D | -1.7% | +22.6% | -24.3% | -2.6% |
| 30D | -4.2% | +9.1% | -13.3% | -4.5% |
| 3M | -2.7% | -11.3% | +8.7% | -1.8% |
| 6M | -0.6% | +22.0% | -22.7% | -4.6% |
| All | -0.6% | +26.0% | -26.6% | -4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling