-35.5%
DOW vs SEI
+950.2%
-985.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +1.3% |
| 7D | -2.4% | +20.7% | -23.0% | -4.3% |
| 30D | -4.1% | +9.1% | -13.2% | -5.2% |
| 3M | -12.4% | -6.0% | -6.4% | -12.8% |
| 6M | -10.6% | +18.9% | -29.6% | -13.8% |
| YTD | +31.1% | +40.1% | -9.0% | +23.3% |
| 1Y | +30.5% | +120.6% | -90.1% | +15.6% |
| 3Y | -34.4% | +562.1% | -596.5% | -55.9% |
| 5Y | -35.5% | +954.5% | -990.0% | -64.4% |
| All | -35.5% | +950.2% | -985.6% | -64.4% |
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