+686.9%
SEI vs DGX
+163.5%
+523.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.8% |
| 7D | +22.6% | -0.9% | +23.5% | +22.8% |
| 30D | +9.1% | -1.2% | +10.3% | +9.3% |
| 3M | -11.3% | +15.8% | -27.1% | -14.2% |
| 6M | +22.0% | +18.2% | +3.8% | +17.1% |
| YTD | +47.3% | +37.2% | +10.1% | +35.8% |
| 1Y | +124.8% | +30.4% | +94.4% | +109.2% |
| 3Y | +591.3% | +96.7% | +494.6% | +453.4% |
| 5Y | +1,008.2% | +67.2% | +941.0% | +817.4% |
| All | +686.9% | +163.5% | +523.5% | +426.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling