+954.7%
SEI vs RJF
+104.0%
+850.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +22.6% | -2.7% | +25.3% | +25.1% |
| 30D | +9.1% | -4.3% | +13.4% | +12.6% |
| 3M | -11.3% | +15.7% | -27.1% | -22.5% |
| 6M | +22.0% | +17.8% | +4.2% | +4.8% |
| YTD | +47.3% | +9.2% | +38.1% | +33.1% |
| 1Y | +124.8% | +2.8% | +122.0% | +113.5% |
| 3Y | +591.3% | +69.5% | +521.8% | +376.2% |
| All | +954.7% | +104.0% | +850.7% | +500.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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