-98.3%
DFNS vs SEI
+134.3%
-232.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.1% | -7.6% | -4.8% |
| 7D | -6.3% | +22.6% | -28.9% | -16.0% |
| 30D | -74.0% | +9.1% | -83.1% | -75.3% |
| 3M | -70.1% | -11.3% | -58.8% | -68.1% |
| 6M | -93.9% | +22.0% | -115.9% | -94.9% |
| YTD | -98.1% | +47.3% | -145.4% | -98.7% |
| 1Y | -98.3% | +124.8% | -223.1% | -99.1% |
| All | -98.3% | +134.3% | -232.6% | -99.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling