-12.1%
DOW vs SEI
+452.0%
-464.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.1% | -7.2% | -3.0% |
| 7D | -1.4% | +22.6% | -24.0% | -5.5% |
| 30D | -3.9% | +9.1% | -13.0% | -6.2% |
| 3M | -12.7% | -11.3% | -1.3% | -12.5% |
| 6M | -13.7% | +22.0% | -35.7% | -20.2% |
| YTD | +28.4% | +47.3% | -18.9% | +12.5% |
| 1Y | +21.8% | +124.8% | -103.0% | -4.7% |
| 3Y | -35.7% | +591.3% | -627.0% | -69.9% |
| 5Y | -36.8% | +1,008.2% | -1,045.0% | -78.4% |
| All | -12.1% | +452.0% | -464.1% | -67.7% |
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