+87.8%
DT vs SEI
+502.5%
-414.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | -0.1% |
| 7D | +3.1% | +10.5% | -7.3% | +2.2% |
| 30D | -29.5% | -8.0% | -21.5% | -29.4% |
| 3M | -11.7% | +6.7% | -18.5% | -13.3% |
| 6M | +29.0% | -17.0% | +46.0% | +28.6% |
| YTD | +3.4% | +39.7% | -36.3% | -3.9% |
| 1Y | -4.2% | +43.2% | -47.4% | -11.6% |
| 3Y | -12.8% | +676.3% | -689.2% | -39.9% |
| 5Y | -39.6% | +891.0% | -930.6% | -61.2% |
| All | +87.8% | +502.5% | -414.6% | +15.1% |
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