+686.9%
SEI vs RL
+413.2%
+273.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.7% |
| 7D | +22.6% | -3.4% | +26.0% | +24.4% |
| 30D | +9.1% | -14.4% | +23.5% | +17.4% |
| 3M | -11.3% | -13.6% | +2.2% | -5.3% |
| 6M | +22.0% | +0.6% | +21.5% | +19.8% |
| YTD | +47.3% | -3.6% | +50.9% | +47.5% |
| 1Y | +124.8% | +8.3% | +116.4% | +111.3% |
| 3Y | +591.3% | +204.8% | +386.5% | +296.2% |
| 5Y | +1,008.2% | +232.9% | +775.3% | +478.1% |
| All | +686.9% | +413.2% | +273.7% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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