+646.3%
SEI vs RCAT
-95.3%
+741.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.4% | -1.0% |
| 7D | +10.5% | -5.9% | +16.4% | +10.6% |
| 30D | -8.0% | -19.7% | +11.6% | -7.7% |
| 3M | +6.7% | -62.9% | +69.6% | +8.4% |
| 6M | -17.0% | -59.6% | +42.5% | -15.9% |
| YTD | +39.7% | -52.1% | +91.7% | +41.1% |
| 1Y | +43.2% | -50.9% | +94.1% | +44.6% |
| 3Y | +676.3% | +333.8% | +342.6% | +668.1% |
| 5Y | +891.0% | +40.7% | +850.3% | +883.5% |
| All | +646.3% | -95.3% | +741.5% | +659.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling