+205.2%
DIA vs SEI
+507.3%
-302.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -4.0% | -0.9% |
| 7D | -0.2% | +10.2% | -10.4% | -1.3% |
| 30D | -1.5% | -1.0% | -0.5% | -1.6% |
| 3M | +3.8% | -27.9% | +31.7% | +6.5% |
| 6M | +10.3% | +10.4% | -0.1% | +7.0% |
| YTD | +12.1% | +20.1% | -8.1% | +7.0% |
| 1Y | +18.6% | +109.7% | -91.1% | +4.5% |
| 3Y | +60.6% | +458.6% | -398.0% | +13.6% |
| 5Y | +64.4% | +775.3% | -710.9% | +2.3% |
| All | +205.2% | +507.3% | -302.1% | +83.3% |
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