+646.6%
SEI vs RBA
+213.1%
+433.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -2.0% | +18.3% | +16.9% |
| 7D | +28.8% | -1.1% | +29.9% | +29.2% |
| 30D | +10.4% | -13.2% | +23.6% | +15.1% |
| 3M | -11.4% | -21.4% | +9.9% | -5.4% |
| 6M | +31.2% | -20.9% | +52.1% | +39.4% |
| YTD | +39.7% | -19.9% | +59.6% | +47.0% |
| 1Y | +149.0% | -28.7% | +177.6% | +172.9% |
| 3Y | +560.2% | +27.4% | +532.8% | +479.7% |
| 5Y | +955.7% | +41.7% | +913.9% | +743.9% |
| All | +646.6% | +213.1% | +433.4% | +262.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling