+686.9%
SEI vs RGEN
+328.4%
+358.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.0% |
| 7D | +22.6% | -1.4% | +24.0% | +22.9% |
| 30D | +9.1% | -0.3% | +9.4% | +9.0% |
| 3M | -11.3% | +23.9% | -35.2% | -15.7% |
| 6M | +22.0% | +38.5% | -16.5% | +12.8% |
| YTD | +47.3% | +0.8% | +46.5% | +45.2% |
| 1Y | +124.8% | +38.2% | +86.5% | +108.4% |
| 3Y | +591.3% | +1.3% | +590.0% | +553.4% |
| 5Y | +1,008.2% | -44.0% | +1,052.2% | +1,008.9% |
| All | +686.9% | +328.4% | +358.6% | +281.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling