+591.3%
SEI vs DVA
+89.6%
+501.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | +22.6% | -1.3% | +23.9% | +22.5% |
| 30D | +9.1% | 0.0% | +9.1% | +9.1% |
| 3M | -11.3% | -10.9% | -0.4% | -12.1% |
| 6M | +22.0% | +17.3% | +4.7% | +24.2% |
| YTD | +47.3% | +59.8% | -12.5% | +53.8% |
| 1Y | +124.8% | +36.3% | +88.5% | +132.6% |
| 3Y | +591.3% | +88.6% | +502.7% | +558.7% |
| All | +591.3% | +89.6% | +501.6% | +558.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 3y: compounded portfolio wealth divided by compounded DVA 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…
3y analysis · Full analysis span regression · 6 months rolling