-10.8%
DOW vs SEI
+350.3%
-361.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.4% | -6.5% | -3.7% |
| 7D | -2.4% | +10.2% | -12.6% | -4.2% |
| 30D | +0.4% | -1.0% | +1.4% | +0.2% |
| 3M | -14.4% | -27.9% | +13.5% | -10.6% |
| 6M | -7.0% | +10.4% | -17.4% | -12.3% |
| YTD | +30.2% | +20.1% | +10.1% | +19.0% |
| 1Y | +29.2% | +109.7% | -80.5% | +1.9% |
| 3Y | -36.7% | +458.6% | -495.3% | -68.9% |
| 5Y | -37.7% | +775.3% | -813.0% | -77.4% |
| All | -10.8% | +350.3% | -361.1% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling