+109.7%
SEI vs RGEN
+45.2%
+64.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.8% |
| 7D | +10.2% | -4.9% | +15.2% | +11.7% |
| 30D | -1.0% | +5.7% | -6.7% | -2.6% |
| 3M | -27.9% | +32.4% | -60.4% | -34.5% |
| 6M | +10.4% | +33.2% | -22.8% | -1.7% |
| YTD | +20.1% | +2.3% | +17.9% | +24.6% |
| 1Y | +109.7% | +39.0% | +70.7% | +102.5% |
| All | +109.7% | +45.2% | +64.5% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling