-4.5%
XRT vs SEI
+889.7%
-894.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | +1.7% | +10.5% | -8.7% | +1.0% |
| 30D | +7.5% | -8.0% | +15.5% | +7.4% |
| 3M | +2.2% | +6.7% | -4.6% | +0.2% |
| 6M | +14.7% | -17.0% | +31.7% | +14.2% |
| YTD | +7.5% | +39.7% | -32.2% | +0.3% |
| 1Y | +14.1% | +43.2% | -29.1% | +5.8% |
| 3Y | +58.8% | +676.3% | -617.6% | +6.8% |
| All | -4.5% | +889.7% | -894.2% | -42.1% |
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