+654.3%
SEI vs DOC
+6.8%
+647.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | +27.6% | 0.0% | +27.6% | +27.7% |
| 30D | -17.1% | +6.6% | -23.7% | -19.7% |
| 3M | +4.6% | -1.1% | +5.7% | +4.0% |
| 6M | -15.1% | +4.8% | -19.9% | -18.5% |
| YTD | +41.2% | +32.1% | +9.1% | +21.5% |
| 1Y | +37.5% | +21.9% | +15.7% | +22.3% |
| 3Y | +693.7% | +51.4% | +642.2% | +530.3% |
| 5Y | +901.7% | -21.2% | +922.9% | +939.3% |
| All | +654.3% | +6.8% | +647.5% | +623.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling