+16.8%
DIS vs SEI
+605.9%
-589.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +1.9% | +10.5% | -8.6% | +0.7% |
| 30D | +9.2% | -8.0% | +17.2% | +9.1% |
| 3M | +13.5% | +6.7% | +6.8% | +10.3% |
| 6M | +14.3% | -17.0% | +31.3% | +13.3% |
| YTD | +5.4% | +39.7% | -34.3% | -4.6% |
| 1Y | +12.2% | +43.2% | -31.0% | +0.7% |
| 3Y | +37.2% | +676.3% | -639.2% | -17.7% |
| 5Y | -23.1% | +891.0% | -914.2% | -58.7% |
| All | +16.8% | +605.9% | -589.1% | -40.8% |
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 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