+307.6%
RSG vs SEI
+608.3%
-300.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | -0.4% |
| 7D | -1.8% | +20.7% | -22.4% | -2.6% |
| 30D | +2.8% | +9.1% | -6.3% | +2.3% |
| 3M | +4.3% | -6.0% | +10.3% | +4.1% |
| 6M | -0.5% | +18.9% | -19.5% | -2.4% |
| YTD | +5.2% | +40.1% | -34.9% | +1.9% |
| 1Y | -2.1% | +120.6% | -122.8% | -8.6% |
| 3Y | +56.5% | +562.1% | -505.6% | +27.5% |
| 5Y | +89.5% | +954.5% | -865.0% | +41.9% |
| All | +307.6% | +608.3% | -300.7% | +187.3% |
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