+593.8%
SEI vs RGEN
+2.1%
+591.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.1% | +7.9% | +6.3% |
| 7D | +28.2% | -4.6% | +32.8% | +29.6% |
| 30D | +15.5% | +1.2% | +14.3% | +15.0% |
| 3M | -1.4% | +26.8% | -28.2% | -7.7% |
| 6M | +37.4% | +29.1% | +8.4% | +26.8% |
| YTD | +47.8% | +0.7% | +47.1% | +45.8% |
| 1Y | +174.3% | +39.1% | +135.2% | +151.0% |
| All | +593.8% | +2.1% | +591.7% | +543.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling