+954.7%
SEI vs DGX
+66.8%
+887.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +5.3% |
| 7D | +22.6% | -0.9% | +23.5% | +22.5% |
| 30D | +9.1% | -1.2% | +10.3% | +9.0% |
| 3M | -11.3% | +15.8% | -27.1% | -10.0% |
| 6M | +22.0% | +18.2% | +3.8% | +24.1% |
| YTD | +47.3% | +37.2% | +10.1% | +49.7% |
| 1Y | +124.8% | +30.4% | +94.4% | +128.7% |
| 3Y | +591.3% | +96.7% | +494.6% | +566.5% |
| All | +954.7% | +66.8% | +887.9% | +864.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling