+784.5%
DECK vs SEI
+459.2%
+325.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.3% | +10.8% | -0.2% |
| 7D | +6.0% | -26.9% | +32.9% | +9.1% |
| 30D | +7.4% | -36.6% | +44.0% | +11.9% |
| 3M | -11.7% | -8.9% | -2.8% | -12.4% |
| 6M | -11.0% | -33.0% | +22.0% | -9.5% |
| YTD | -15.4% | +10.6% | -26.0% | -20.2% |
| 1Y | +7.2% | -4.7% | +11.9% | +2.5% |
| 3Y | -11.8% | +487.9% | -499.8% | -40.0% |
| 5Y | +24.3% | +615.7% | -591.3% | -23.1% |
| All | +784.5% | +459.2% | +325.2% | +423.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling