+139.1%
XRT vs SEI
+507.3%
-368.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.5% | +0.5% |
| 7D | +0.8% | +10.2% | -9.4% | -0.6% |
| 30D | -4.2% | -1.0% | -3.2% | -4.3% |
| 3M | +5.1% | -27.9% | +33.0% | +8.5% |
| 6M | +2.4% | +10.4% | -8.0% | -1.7% |
| YTD | +3.2% | +20.1% | -16.9% | -3.1% |
| 1Y | +1.5% | +109.7% | -108.2% | -14.1% |
| 3Y | +40.6% | +458.6% | -418.1% | -10.8% |
| 5Y | -1.0% | +775.3% | -776.3% | -46.2% |
| All | +139.1% | +507.3% | -368.1% | +25.7% |
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