+8.2%
SEI vs DGX
+45.0%
-36.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +3.5% | -20.4% | -14.5% |
| 7D | -16.4% | +4.1% | -20.5% | -13.7% |
| 30D | -22.9% | +10.5% | -33.4% | -17.2% |
| 3M | -0.3% | +9.8% | -10.1% | +7.1% |
| 6M | -22.3% | +34.6% | -56.9% | -4.4% |
| YTD | +26.2% | +49.8% | -23.7% | +65.7% |
| 1Y | +8.2% | +46.0% | -37.8% | +39.9% |
| All | +8.2% | +45.0% | -36.7% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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