-99.9%
DFNS vs SEI
+1,021.5%
-1,121.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.8% | -10.4% | -4.5% |
| 7D | +4.6% | +28.2% | -23.6% | +5.0% |
| 30D | -73.9% | +15.5% | -89.4% | -73.8% |
| 3M | -71.7% | -1.4% | -70.3% | -71.7% |
| 6M | -94.6% | +37.4% | -132.0% | -94.5% |
| YTD | -98.1% | +47.8% | -145.9% | -98.0% |
| 1Y | -98.3% | +174.3% | -272.6% | -98.1% |
| 3Y | -99.9% | +598.5% | -698.4% | -99.9% |
| 5Y | -99.9% | +1,026.2% | -1,126.1% | -99.8% |
| All | -99.9% | +1,021.5% | -1,121.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling