-99.9%
DFNS vs SEI
+971.2%
-1,071.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.7% | +1.5% |
| 7D | -3.3% | +20.7% | -24.0% | -3.2% |
| 30D | -73.1% | +9.1% | -82.2% | -73.1% |
| 3M | -71.4% | -6.0% | -65.4% | -71.4% |
| 6M | -93.8% | +18.9% | -112.8% | -93.8% |
| YTD | -98.0% | +40.1% | -138.2% | -98.0% |
| 1Y | -98.2% | +120.6% | -218.8% | -98.0% |
| 3Y | -99.9% | +562.1% | -662.0% | -99.9% |
| 5Y | -99.9% | +954.5% | -1,054.3% | -99.8% |
| All | -99.9% | +971.2% | -1,071.1% | -99.8% |
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