+648.8%
SEI vs RCAT
-90.0%
+738.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -5.2% |
| 7D | +20.7% | -5.4% | +26.0% | +20.7% |
| 30D | +9.1% | -24.2% | +33.3% | +9.6% |
| 3M | -6.0% | -25.8% | +19.8% | -5.6% |
| 6M | +18.9% | -44.9% | +63.9% | +19.7% |
| YTD | +40.1% | +1.9% | +38.2% | +39.9% |
| 1Y | +120.6% | -5.2% | +125.8% | +120.2% |
| 3Y | +562.1% | +759.6% | -197.4% | +547.7% |
| 5Y | +954.5% | +187.5% | +766.9% | +933.8% |
| All | +648.8% | -90.0% | +738.7% | +652.7% |
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