+29.9%
SEI vs DD
-0.1%
+30.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -0.2% | +16.5% | +16.4% |
| 7D | +28.8% | -0.6% | +29.4% | +29.4% |
| 30D | +10.4% | -7.4% | +17.8% | +16.4% |
| 3M | -11.4% | -6.4% | -5.0% | -7.8% |
| All | +29.9% | -0.1% | +30.0% | +31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling