+615.5%
RMBS vs SEI
+647.2%
-31.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | -0.6% |
| 7D | +3.5% | +28.2% | -24.8% | -3.2% |
| 30D | -8.6% | +15.5% | -24.1% | -12.3% |
| 3M | -40.3% | -1.4% | -38.9% | -40.5% |
| 6M | -1.0% | +37.4% | -38.4% | -8.6% |
| YTD | -4.6% | +47.8% | -52.4% | -13.7% |
| 1Y | +17.6% | +174.3% | -156.7% | -6.7% |
| 3Y | +58.6% | +598.5% | -539.8% | -2.2% |
| 5Y | +270.9% | +1,026.2% | -755.3% | +94.5% |
| All | +615.5% | +647.2% | -31.7% | +268.5% |
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