+266.8%
RMBS vs SEI
+999.8%
-733.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +0.5% |
| 7D | +1.8% | +22.6% | -20.8% | -4.0% |
| 30D | -13.9% | +9.1% | -23.0% | -16.4% |
| 3M | -39.8% | -11.3% | -28.5% | -38.4% |
| 6M | -6.0% | +22.0% | -28.0% | -10.9% |
| YTD | -5.4% | +47.3% | -52.6% | -14.4% |
| 1Y | -1.8% | +124.8% | -126.6% | -18.3% |
| 3Y | +53.7% | +591.3% | -537.6% | +3.5% |
| All | +266.8% | +999.8% | -733.0% | +137.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling