-45.8%
RIG vs SEI
+606.2%
-652.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +16.3% | -17.8% | -9.7% |
| 7D | -2.7% | +28.8% | -31.6% | -15.4% |
| 30D | +9.5% | +10.4% | -0.8% | +1.9% |
| 3M | -6.6% | -11.4% | +4.8% | -7.3% |
| 6M | -2.9% | +31.2% | -34.1% | -25.7% |
| YTD | +39.5% | +39.7% | -0.2% | -0.4% |
| 1Y | +82.3% | +149.0% | -66.7% | -13.1% |
| 3Y | -29.6% | +560.2% | -589.8% | -89.6% |
| 5Y | +63.2% | +955.7% | -892.5% | -85.2% |
| All | -45.8% | +606.2% | -652.0% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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