+13.6%
DE vs SEI
+42.0%
-28.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -0.6% |
| 7D | -3.0% | +28.2% | -31.3% | -3.7% |
| 30D | +11.1% | +15.5% | -4.3% | +10.7% |
| 3M | +17.6% | -1.4% | +19.0% | +18.7% |
| 6M | +13.6% | +37.4% | -23.8% | +10.3% |
| All | +13.6% | +42.0% | -28.4% | +10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling