-100.0%
DFNS vs SEI
+967.6%
-1,067.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.5% |
| 7D | -6.0% | +10.5% | -16.4% | -6.0% |
| 30D | -71.2% | -8.0% | -63.2% | -71.2% |
| 3M | -94.5% | +6.7% | -101.3% | -94.5% |
| 6M | -96.5% | -17.0% | -79.5% | -96.5% |
| YTD | -99.6% | +39.7% | -139.3% | -99.6% |
| 1Y | -99.7% | +43.2% | -142.9% | -99.7% |
| 3Y | -100.0% | +676.3% | -776.3% | -100.0% |
| 5Y | -100.0% | +891.0% | -991.0% | -100.0% |
| All | -100.0% | +967.6% | -1,067.6% | -100.0% |
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