+689.9%
SEI vs DVA
+174.2%
+515.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.2% | +5.5% |
| 7D | +28.2% | +2.0% | +26.2% | +27.7% |
| 30D | +15.5% | -0.4% | +15.8% | +15.5% |
| 3M | -1.4% | -7.7% | +6.3% | -0.7% |
| 6M | +37.4% | +20.0% | +17.5% | +30.6% |
| YTD | +47.8% | +61.1% | -13.3% | +30.0% |
| 1Y | +174.3% | +33.9% | +140.4% | +150.5% |
| 3Y | +598.5% | +91.5% | +506.9% | +444.4% |
| 5Y | +1,026.2% | +41.8% | +984.4% | +838.2% |
| All | +689.9% | +174.2% | +515.7% | +403.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling