-38.7%
DOCS vs SEI
+581.6%
-620.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +14.3% | -16.3% | -2.9% |
| 7D | -0.8% | -18.3% | +17.5% | +0.2% |
| 30D | +17.4% | -24.4% | +41.9% | +18.9% |
| 3M | +57.4% | +1.5% | +55.8% | +55.2% |
| 6M | +26.5% | -25.1% | +51.7% | +26.8% |
| YTD | -26.6% | +26.4% | -53.0% | -31.6% |
| 1Y | -48.1% | +8.9% | -57.0% | -50.8% |
| 3Y | +52.6% | +586.7% | -534.0% | +11.2% |
| 5Y | -52.1% | +717.9% | -770.0% | -66.1% |
| All | -38.7% | +581.6% | -620.3% | -61.8% |
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