+654.3%
SEI vs RCAT
-95.1%
+749.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.8% | -0.3% |
| 7D | +27.6% | +15.6% | +12.0% | +27.3% |
| 30D | -17.1% | -24.1% | +7.0% | -16.7% |
| 3M | +4.6% | -61.9% | +66.4% | +6.1% |
| 6M | -15.1% | -64.3% | +49.3% | -13.8% |
| YTD | +41.2% | -50.4% | +91.6% | +42.5% |
| 1Y | +37.5% | -54.0% | +91.6% | +38.9% |
| 3Y | +693.7% | +347.2% | +346.5% | +684.8% |
| 5Y | +901.7% | +45.7% | +856.0% | +893.5% |
| All | +654.3% | -95.1% | +749.5% | +666.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling