+37.4%
SEI vs DTE
-8.1%
+45.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.7% | +5.6% |
| 7D | +28.2% | 0.0% | +28.2% | +28.2% |
| 30D | +15.5% | -0.5% | +16.0% | +15.6% |
| 3M | -1.4% | -6.0% | +4.7% | -3.9% |
| 6M | +37.4% | -7.2% | +44.6% | +35.0% |
| All | +37.4% | -8.1% | +45.5% | +35.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling