+2.3%
DIS vs SEI
+647.2%
-644.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.6% | -1.6% |
| 7D | -3.5% | +28.2% | -31.8% | -6.8% |
| 30D | +1.0% | +15.5% | -14.5% | -1.4% |
| 3M | +5.7% | -1.4% | +7.1% | +4.2% |
| 6M | +3.3% | +37.4% | -34.2% | -3.9% |
| YTD | -7.7% | +47.8% | -55.5% | -15.7% |
| 1Y | -10.0% | +174.3% | -184.3% | -26.6% |
| 3Y | +31.7% | +598.5% | -566.8% | -17.9% |
| 5Y | -42.2% | +1,026.2% | -1,068.4% | -69.3% |
| All | +2.3% | +647.2% | -644.9% | -47.7% |
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