+711.1%
SEI vs DOC
-21.4%
+732.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +0.7% | +13.6% | +14.1% |
| 7D | -18.3% | +6.5% | -24.8% | -19.9% |
| 30D | -24.4% | +9.2% | -33.6% | -26.8% |
| 3M | +1.5% | -2.5% | +4.0% | +1.8% |
| 6M | -25.1% | +7.1% | -32.2% | -28.3% |
| YTD | +26.4% | +33.0% | -6.6% | +9.5% |
| 1Y | +8.9% | +23.3% | -14.3% | -2.7% |
| 3Y | +586.7% | +44.9% | +541.7% | +455.8% |
| All | +711.1% | -21.4% | +732.6% | +717.1% |
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