+648.8%
SEI vs DRI
+205.2%
+443.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.3% | -4.9% |
| 7D | +20.7% | -4.8% | +25.5% | +22.6% |
| 30D | +9.1% | -5.2% | +14.3% | +11.1% |
| 3M | -6.0% | +2.7% | -8.7% | -7.5% |
| 6M | +18.9% | +3.6% | +15.3% | +16.1% |
| YTD | +40.1% | +15.4% | +24.7% | +30.6% |
| 1Y | +120.6% | +1.3% | +119.4% | +114.6% |
| 3Y | +562.1% | +53.1% | +509.0% | +442.9% |
| 5Y | +954.5% | +64.6% | +889.9% | +723.6% |
| All | +648.8% | +205.2% | +443.6% | +415.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling