+13.3%
RMBS vs SEI
+105.8%
-92.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | -0.4% |
| 7D | -0.3% | +10.2% | -10.6% | -5.4% |
| 30D | -12.2% | -1.0% | -11.1% | -12.2% |
| 3M | -49.5% | -27.9% | -21.6% | -40.9% |
| 6M | -7.1% | +10.4% | -17.5% | -11.5% |
| YTD | -7.0% | +20.1% | -27.1% | -16.8% |
| 1Y | +13.3% | +109.7% | -96.4% | -17.3% |
| All | +13.3% | +105.8% | -92.5% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling