+45.4%
DLTR vs SEI
+644.4%
-599.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -0.8% |
| 7D | -10.1% | +22.6% | -32.7% | -11.7% |
| 30D | -8.1% | +9.1% | -17.2% | -9.0% |
| 3M | +2.9% | -11.3% | +14.2% | +3.0% |
| 6M | +4.3% | +22.0% | -17.7% | +0.8% |
| YTD | -3.9% | +47.3% | -51.2% | -9.4% |
| 1Y | +18.9% | +124.8% | -105.9% | +6.7% |
| 3Y | +1.9% | +591.3% | -589.4% | -24.2% |
| 5Y | +31.0% | +1,008.2% | -977.2% | -11.3% |
| All | +45.4% | +644.4% | -599.0% | -7.3% |
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 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