+175.4%
XLY vs SEI
+644.4%
-469.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | +0.3% |
| 7D | -1.7% | +22.6% | -24.3% | -4.2% |
| 30D | -4.2% | +9.1% | -13.3% | -5.5% |
| 3M | -2.7% | -11.3% | +8.7% | -2.4% |
| 6M | -0.6% | +22.0% | -22.7% | -4.8% |
| YTD | -5.0% | +47.3% | -52.3% | -11.7% |
| 1Y | -4.1% | +124.8% | -128.9% | -16.4% |
| 3Y | +33.6% | +591.3% | -557.7% | -7.4% |
| 5Y | +28.7% | +1,008.2% | -979.5% | -20.7% |
| All | +175.4% | +644.4% | -469.0% | +64.7% |
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