+686.9%
SEI vs DD
+39.5%
+647.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.3% |
| 7D | +22.6% | -3.5% | +26.1% | +25.3% |
| 30D | +9.1% | -11.7% | +20.7% | +18.3% |
| 3M | -11.3% | -9.2% | -2.1% | -5.9% |
| 6M | +22.0% | -7.2% | +29.2% | +27.3% |
| YTD | +47.3% | +6.6% | +40.7% | +39.4% |
| 1Y | +124.8% | +32.0% | +92.8% | +84.1% |
| 3Y | +591.3% | +42.1% | +549.1% | +422.9% |
| 5Y | +1,008.2% | +58.1% | +950.2% | +656.1% |
| All | +686.9% | +39.5% | +647.4% | +403.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling