-38.0%
DOCS vs SEI
+638.7%
-676.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.4% | -7.3% | +0.6% |
| 7D | 0.0% | -4.3% | +4.3% | 0.0% |
| 30D | +7.8% | -18.0% | +25.8% | +8.6% |
| 3M | +20.0% | +8.2% | +11.7% | +17.8% |
| 6M | +26.5% | -13.9% | +40.4% | +25.4% |
| YTD | -25.8% | +37.0% | -62.8% | -31.2% |
| 1Y | -39.5% | +24.5% | -64.0% | -43.4% |
| 3Y | +60.3% | +681.1% | -620.7% | +15.6% |
| 5Y | -57.0% | +787.5% | -844.5% | -69.8% |
| All | -38.0% | +638.7% | -676.7% | -61.5% |
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