+97.3%
DG vs SEI
+644.4%
-547.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +1.2% |
| 7D | -6.5% | +22.6% | -29.1% | -6.7% |
| 30D | +4.2% | +9.1% | -4.9% | +4.0% |
| 3M | +9.5% | -11.3% | +20.8% | +9.7% |
| 6M | -13.1% | +22.0% | -35.2% | -13.7% |
| YTD | -4.8% | +47.3% | -52.1% | -5.9% |
| 1Y | +20.6% | +124.8% | -104.2% | +18.1% |
| 3Y | +4.9% | +591.3% | -586.3% | -4.1% |
| 5Y | -37.9% | +1,008.2% | -1,046.1% | -45.4% |
| All | +97.3% | +644.4% | -547.1% | +66.9% |
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