+686.9%
SEI vs DTE
+101.7%
+585.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.8% |
| 7D | +22.6% | -2.6% | +25.2% | +24.3% |
| 30D | +9.1% | -4.4% | +13.5% | +11.7% |
| 3M | -11.3% | -8.3% | -3.0% | -7.7% |
| 6M | +22.0% | -8.1% | +30.1% | +26.3% |
| YTD | +47.3% | +4.4% | +42.9% | +41.9% |
| 1Y | +124.8% | +0.2% | +124.6% | +120.8% |
| 3Y | +591.3% | +42.6% | +548.7% | +438.0% |
| 5Y | +1,008.2% | +31.5% | +976.7% | +796.3% |
| All | +686.9% | +101.7% | +585.2% | +447.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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