+124.8%
SEI vs DGX
+32.7%
+92.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +6.2% |
| 7D | +22.6% | -0.9% | +23.5% | +21.8% |
| 30D | +9.1% | -1.2% | +10.3% | +8.2% |
| 3M | -11.3% | +15.8% | -27.1% | -1.3% |
| 6M | +22.0% | +18.2% | +3.8% | +38.5% |
| YTD | +47.3% | +37.2% | +10.1% | +83.1% |
| 1Y | +124.8% | +30.4% | +94.4% | +184.6% |
| All | +124.8% | +32.7% | +92.1% | +184.6% |
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