+376.5%
DXCM vs SEI
+647.2%
-270.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.6% | -1.2% |
| 7D | -6.5% | +28.2% | -34.7% | -8.4% |
| 30D | -4.3% | +15.5% | -19.8% | -5.7% |
| 3M | +7.3% | -1.4% | +8.6% | +6.4% |
| 6M | +22.0% | +37.4% | -15.4% | +16.7% |
| YTD | +26.4% | +47.8% | -21.4% | +19.5% |
| 1Y | +7.0% | +174.3% | -167.3% | -5.2% |
| 3Y | -19.6% | +598.5% | -618.1% | -37.5% |
| 5Y | -39.3% | +1,026.2% | -1,065.5% | -56.5% |
| All | +376.5% | +647.2% | -270.7% | +246.9% |
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