-22.1%
RMD vs SEI
+1,021.5%
-1,043.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -0.7% |
| 7D | -4.7% | +28.2% | -33.0% | -5.7% |
| 30D | +0.2% | +15.5% | -15.2% | -0.4% |
| 3M | +12.0% | -1.4% | +13.4% | +11.6% |
| 6M | -12.5% | +37.4% | -49.9% | -14.9% |
| YTD | -7.9% | +47.8% | -55.8% | -11.2% |
| 1Y | -20.4% | +174.3% | -194.7% | -26.9% |
| 3Y | +53.1% | +598.5% | -545.4% | +19.9% |
| 5Y | -22.1% | +1,026.2% | -1,048.3% | -40.1% |
| All | -22.1% | +1,021.5% | -1,043.7% | -40.1% |
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