+1,026.2%
SEI vs DRI
+68.4%
+957.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.4% | +6.2% |
| 7D | +28.2% | -4.8% | +33.1% | +29.8% |
| 30D | +15.5% | -3.9% | +19.4% | +16.7% |
| 3M | -1.4% | +5.1% | -6.4% | -3.2% |
| 6M | +37.4% | +5.5% | +31.9% | +34.3% |
| YTD | +47.8% | +16.5% | +31.4% | +38.8% |
| 1Y | +174.3% | +2.0% | +172.3% | +168.0% |
| 3Y | +598.5% | +54.5% | +544.0% | +488.8% |
| 5Y | +1,026.2% | +66.6% | +959.6% | +815.2% |
| All | +1,026.2% | +68.4% | +957.8% | +815.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling