-28.4%
DT vs SEI
+1,021.5%
-1,049.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.2% | +0.2% |
| 7D | -0.5% | +28.2% | -28.8% | -2.5% |
| 30D | +0.1% | +15.5% | -15.4% | -1.3% |
| 3M | +24.1% | -1.4% | +25.5% | +23.1% |
| 6M | +30.1% | +37.4% | -7.3% | +24.0% |
| YTD | +16.8% | +47.8% | -31.1% | +9.7% |
| 1Y | -0.1% | +174.3% | -174.4% | -13.5% |
| 3Y | +6.8% | +598.5% | -591.6% | -22.7% |
| 5Y | -28.4% | +1,026.2% | -1,054.6% | -54.1% |
| All | -28.4% | +1,021.5% | -1,049.9% | -54.1% |
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 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