+954.5%
SEI vs RGEN
-44.2%
+998.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -5.0% | -5.2% |
| 7D | +20.7% | -2.9% | +23.6% | +21.3% |
| 30D | +9.1% | -0.1% | +9.2% | +9.0% |
| 3M | -6.0% | +25.9% | -31.9% | -10.7% |
| 6M | +18.9% | +35.2% | -16.3% | +10.7% |
| YTD | +40.1% | +0.5% | +39.6% | +38.4% |
| 1Y | +120.6% | +37.0% | +83.7% | +105.9% |
| 3Y | +562.1% | +2.0% | +560.1% | +525.4% |
| 5Y | +954.5% | -44.2% | +998.6% | +798.5% |
| All | +954.5% | -44.2% | +998.7% | +798.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling