+688.4%
SEI vs RBA
+64.0%
+624.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.8% |
| 7D | +12.4% | +0.6% | +11.8% | +12.3% |
| 30D | -18.3% | +9.0% | -27.2% | -19.8% |
| 3M | +10.4% | +7.2% | +3.3% | +8.7% |
| 6M | -12.9% | -7.8% | -5.1% | -11.7% |
| YTD | +41.8% | -6.4% | +48.2% | +41.6% |
| 1Y | +30.3% | -4.2% | +34.5% | +28.9% |
| All | +688.4% | +64.0% | +624.4% | +590.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling