+8.2%
SEI vs DD
+49.3%
-41.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | -1.8% | -15.1% | -15.9% |
| 7D | -16.4% | +8.7% | -25.1% | -20.0% |
| 30D | -22.9% | +15.3% | -38.2% | -28.6% |
| 3M | -0.3% | +5.9% | -6.2% | -3.3% |
| 6M | -22.3% | +11.6% | -33.9% | -26.6% |
| YTD | +26.2% | +26.5% | -0.4% | +11.1% |
| 1Y | +8.2% | +35.4% | -27.2% | -4.2% |
| All | +8.2% | +49.3% | -41.1% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling