+646.3%
SEI vs RGEN
+335.1%
+311.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.8% | -1.2% |
| 7D | +10.5% | -3.3% | +13.7% | +11.2% |
| 30D | -8.0% | -5.8% | -2.2% | -6.8% |
| 3M | +6.7% | +0.2% | +6.6% | +6.3% |
| 6M | -17.0% | +56.8% | -73.8% | -25.1% |
| YTD | +39.7% | +2.4% | +37.3% | +36.9% |
| 1Y | +43.2% | +11.4% | +31.7% | +38.2% |
| 3Y | +676.3% | +15.2% | +661.2% | +619.4% |
| 5Y | +891.0% | -35.1% | +926.1% | +864.7% |
| All | +646.3% | +335.1% | +311.1% | +259.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling