+1,026.2%
SEI vs RCAT
+184.3%
+841.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -6.5% | +12.3% | +6.7% |
| 7D | +28.2% | -2.3% | +30.5% | +28.6% |
| 30D | +15.5% | -18.7% | +34.2% | +18.7% |
| 3M | -1.4% | -29.3% | +27.9% | +3.0% |
| 6M | +37.4% | -42.3% | +79.7% | +44.7% |
| YTD | +47.8% | +2.5% | +45.3% | +44.1% |
| 1Y | +174.3% | -5.7% | +180.0% | +166.9% |
| 3Y | +598.5% | +764.9% | -166.4% | +461.0% |
| 5Y | +1,026.2% | +182.3% | +843.9% | +846.3% |
| All | +1,026.2% | +184.3% | +841.9% | +846.3% |
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