-99.9%
DFNS vs SEI
+818.4%
-918.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.9% | +0.6% |
| 7D | -16.0% | +10.2% | -26.2% | -15.9% |
| 30D | -77.7% | -1.0% | -76.7% | -77.7% |
| 3M | -77.2% | -27.9% | -49.3% | -77.3% |
| 6M | -95.2% | +10.4% | -105.6% | -95.1% |
| YTD | -98.0% | +20.1% | -118.1% | -97.9% |
| 1Y | -98.3% | +109.7% | -208.0% | -98.1% |
| 3Y | -99.9% | +458.6% | -558.5% | -99.9% |
| 5Y | -99.9% | +775.3% | -875.1% | -99.8% |
| All | -99.9% | +818.4% | -918.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling