-51.1%
DOCS vs SEI
+606.4%
-657.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -12.3% | +8.0% | -3.5% |
| 7D | -1.3% | -26.9% | +25.5% | +0.5% |
| 30D | +19.4% | -36.6% | +56.0% | +22.5% |
| 3M | +53.4% | -8.9% | +62.3% | +52.2% |
| 6M | +28.8% | -33.0% | +61.7% | +29.9% |
| YTD | -25.1% | +10.6% | -35.7% | -29.9% |
| 1Y | -48.1% | -4.7% | -43.5% | -50.7% |
| 3Y | +51.4% | +487.9% | -436.6% | +7.3% |
| 5Y | -51.1% | +615.7% | -666.8% | -65.0% |
| All | -51.1% | +606.4% | -657.5% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling