+109.7%
SEI vs DGX
+33.7%
+76.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.4% | +2.8% |
| 7D | +10.2% | -2.3% | +12.6% | +8.3% |
| 30D | -1.0% | +0.6% | -1.6% | -0.6% |
| 3M | -27.9% | +21.4% | -49.3% | -16.8% |
| 6M | +10.4% | +14.7% | -4.3% | +24.5% |
| YTD | +20.1% | +38.4% | -18.3% | +53.3% |
| 1Y | +109.7% | +34.0% | +75.8% | +177.9% |
| All | +109.7% | +33.7% | +76.1% | +177.9% |
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