-6.0%
SEI vs DGX
+14.1%
-20.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.8% | -3.4% | -6.9% |
| 7D | +20.7% | -3.5% | +24.1% | +16.8% |
| 30D | +9.1% | -2.7% | +11.8% | +6.6% |
| 3M | -6.0% | +13.9% | -19.9% | +10.2% |
| All | -6.0% | +14.1% | -20.1% | +10.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling