-3.3%
XRT vs SEI
+1,021.5%
-1,024.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.4% | -2.2% |
| 7D | -2.4% | +28.2% | -30.6% | -4.8% |
| 30D | -6.9% | +15.5% | -22.4% | -8.5% |
| 3M | -0.4% | -1.4% | +1.0% | -1.2% |
| 6M | +2.2% | +37.4% | -35.2% | -2.8% |
| YTD | -0.7% | +47.8% | -48.5% | -6.9% |
| 1Y | -2.0% | +174.3% | -176.3% | -15.3% |
| 3Y | +41.0% | +598.5% | -557.5% | -2.6% |
| 5Y | -3.3% | +1,026.2% | -1,029.5% | -42.5% |
| All | -3.3% | +1,021.5% | -1,024.8% | -42.5% |
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