+325.7%
XYZ vs SEI
+539.1%
-213.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +14.3% | -12.6% | -0.9% |
| 7D | +12.1% | -18.3% | +30.4% | +15.1% |
| 30D | +12.4% | -24.4% | +36.8% | +16.1% |
| 3M | +8.2% | +1.5% | +6.6% | +4.1% |
| 6M | +20.7% | -25.1% | +45.8% | +21.1% |
| YTD | +31.3% | +26.4% | +4.9% | +14.9% |
| 1Y | +20.5% | +8.9% | +11.6% | +8.2% |
| 3Y | +72.6% | +586.7% | -514.0% | -13.6% |
| 5Y | -64.0% | +717.9% | -781.9% | -83.4% |
| All | +325.7% | +539.1% | -213.4% | +93.6% |
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 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