+557.7%
SEI vs DD
+41.5%
+516.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -4.9% |
| 7D | +20.7% | -2.9% | +23.6% | +22.7% |
| 30D | +9.1% | -11.5% | +20.6% | +17.4% |
| 3M | -6.0% | -5.4% | -0.6% | -2.9% |
| 6M | +18.9% | -6.9% | +25.8% | +23.6% |
| YTD | +40.1% | +6.9% | +33.2% | +33.3% |
| 1Y | +120.6% | +35.6% | +85.0% | +80.9% |
| All | +557.7% | +41.5% | +516.3% | +398.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling