+782.3%
SEI vs DOC
-24.5%
+806.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +4.0% |
| 7D | +10.2% | -1.5% | +11.7% | +10.8% |
| 30D | -1.0% | -4.8% | +3.7% | +0.4% |
| 3M | -27.9% | +6.9% | -34.8% | -30.5% |
| 6M | +10.4% | +20.7% | -10.4% | +0.8% |
| YTD | +20.1% | +34.1% | -14.0% | +4.6% |
| 1Y | +109.7% | +22.6% | +87.1% | +88.5% |
| 3Y | +458.6% | +20.8% | +437.8% | +396.5% |
| All | +782.3% | -24.5% | +806.8% | +779.4% |
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