+35.4%
DXCM vs SEI
-11.6%
+47.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | +1.1% |
| 7D | -9.2% | +12.4% | -21.6% | -7.4% |
| 30D | -6.5% | -18.3% | +11.8% | -7.6% |
| 3M | -10.3% | +10.4% | -20.7% | -7.1% |
| 6M | +35.4% | -12.9% | +48.3% | +34.4% |
| All | +35.4% | -11.6% | +47.0% | +34.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling