+124.8%
SEI vs DD
+34.9%
+89.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.3% |
| 7D | +22.6% | -3.5% | +26.1% | +25.1% |
| 30D | +9.1% | -11.7% | +20.7% | +17.8% |
| 3M | -11.3% | -9.2% | -2.1% | -6.2% |
| 6M | +22.0% | -7.2% | +29.2% | +27.3% |
| YTD | +47.3% | +6.6% | +40.7% | +39.5% |
| 1Y | +124.8% | +32.0% | +92.8% | +71.5% |
| All | +124.8% | +34.9% | +89.9% | +71.5% |
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