+109.7%
SEI vs DOC
+23.9%
+85.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +3.3% |
| 7D | +10.2% | -1.5% | +11.7% | +10.1% |
| 30D | -1.0% | -4.8% | +3.7% | -1.4% |
| 3M | -27.9% | +6.9% | -34.8% | -28.6% |
| 6M | +10.4% | +20.7% | -10.4% | +7.2% |
| YTD | +20.1% | +34.1% | -14.0% | +17.4% |
| 1Y | +109.7% | +22.6% | +87.1% | +99.0% |
| All | +109.7% | +23.9% | +85.8% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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