+615.7%
SEI vs DOC
-22.1%
+637.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.2% | -12.1% | -12.2% |
| 7D | -26.9% | +6.2% | -33.1% | -28.3% |
| 30D | -36.6% | +6.5% | -43.0% | -38.1% |
| 3M | -8.9% | -6.2% | -2.6% | -7.5% |
| 6M | -33.0% | +25.6% | -58.5% | -40.3% |
| YTD | +10.6% | +32.1% | -21.4% | -4.0% |
| 1Y | -4.7% | +20.3% | -24.9% | -14.0% |
| 3Y | +487.9% | +42.7% | +445.2% | +378.6% |
| 5Y | +615.7% | -22.2% | +637.8% | +626.4% |
| All | +615.7% | -22.1% | +637.7% | +626.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling