-19.0%
DXCM vs SEI
+565.9%
-584.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +16.3% | -20.1% | -4.5% |
| 7D | -6.2% | +28.8% | -35.1% | -7.4% |
| 30D | -0.3% | +10.4% | -10.6% | -0.9% |
| 3M | +10.3% | -11.4% | +21.7% | +10.5% |
| 6M | +24.1% | +31.2% | -7.1% | +20.3% |
| YTD | +27.4% | +39.7% | -12.4% | +22.6% |
| 1Y | +8.4% | +149.0% | -140.6% | -0.3% |
| 3Y | -19.0% | +560.2% | -579.2% | -23.6% |
| All | -19.0% | +565.9% | -584.9% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling