+574.1%
SEI vs DOC
+7.1%
+567.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +3.1% | -20.0% | -18.1% |
| 7D | -16.4% | +8.7% | -25.2% | -19.3% |
| 30D | -22.9% | +7.6% | -30.5% | -25.6% |
| 3M | -0.3% | -5.3% | +5.0% | +0.7% |
| 6M | -22.3% | +27.6% | -49.9% | -31.9% |
| YTD | +26.2% | +32.4% | -6.2% | +8.4% |
| 1Y | +8.2% | +22.9% | -14.6% | -4.2% |
| 3Y | +570.4% | +43.1% | +527.3% | +445.4% |
| 5Y | +713.1% | -21.4% | +734.5% | +744.1% |
| All | +574.1% | +7.1% | +567.0% | +545.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling