+898.9%
SEI vs RCAT
+41.8%
+857.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.4% | -0.5% |
| 7D | +10.5% | -5.9% | +16.4% | +11.4% |
| 30D | -8.0% | -19.7% | +11.6% | -4.8% |
| 3M | +6.7% | -62.9% | +69.6% | +22.7% |
| 6M | -17.0% | -59.6% | +42.5% | -6.7% |
| YTD | +39.7% | -52.1% | +91.7% | +51.7% |
| 1Y | +43.2% | -50.9% | +94.1% | +54.6% |
| 3Y | +676.3% | +333.8% | +342.6% | +613.0% |
| All | +898.9% | +41.8% | +857.1% | +879.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling