+109.7%
SEI vs DRI
+6.9%
+102.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +4.0% | +3.4% |
| 7D | +10.2% | +0.6% | +9.7% | +10.3% |
| 30D | -1.0% | +3.8% | -4.9% | 0.0% |
| 3M | -27.9% | +13.0% | -40.9% | -26.3% |
| 6M | +10.4% | +8.3% | +2.1% | +12.1% |
| YTD | +20.1% | +20.6% | -0.5% | +23.4% |
| 1Y | +109.7% | +6.5% | +103.3% | +103.2% |
| All | +109.7% | +6.9% | +102.8% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling