+8.2%
SEI vs RGEN
+19.5%
-11.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | 0.0% | -16.9% | -16.9% |
| 7D | -16.4% | -3.5% | -12.9% | -16.0% |
| 30D | -22.9% | -6.0% | -16.9% | -22.4% |
| 3M | -0.3% | +19.0% | -19.3% | -5.0% |
| 6M | -22.3% | +50.7% | -73.1% | -32.0% |
| YTD | +26.2% | +8.8% | +17.4% | +35.2% |
| 1Y | +8.2% | +21.3% | -13.1% | +11.2% |
| All | +8.2% | +19.5% | -11.3% | +11.2% |
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