-37.9%
DG vs SEI
+1,007.8%
-1,045.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.8% | -8.4% | -2.5% |
| 7D | -4.8% | +28.2% | -33.1% | -4.4% |
| 30D | +1.8% | +15.5% | -13.7% | +2.1% |
| 3M | +14.5% | -1.4% | +15.8% | +14.7% |
| 6M | -13.6% | +37.4% | -51.0% | -13.3% |
| YTD | -4.8% | +47.8% | -52.7% | -4.5% |
| 1Y | +21.6% | +174.3% | -152.7% | +23.0% |
| 3Y | +4.5% | +598.5% | -594.0% | +1.9% |
| All | -37.9% | +1,007.8% | -1,045.6% | -37.8% |
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