+432.8%
SEI vs DBX
+22.6%
+410.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.6% | +4.8% |
| 7D | +22.6% | +2.1% | +20.5% | +22.0% |
| 30D | +9.1% | +5.7% | +3.4% | +7.5% |
| 3M | -11.3% | +31.8% | -43.1% | -17.5% |
| 6M | +22.0% | +37.5% | -15.4% | +10.8% |
| YTD | +47.3% | +27.9% | +19.4% | +35.8% |
| 1Y | +124.8% | +15.0% | +109.7% | +112.2% |
| 3Y | +591.3% | +27.2% | +564.1% | +514.6% |
| 5Y | +1,008.2% | +12.8% | +995.4% | +892.3% |
| All | +432.8% | +22.6% | +410.2% | +296.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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