+654.3%
SEI vs RL
+493.2%
+161.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.1% |
| 7D | +27.6% | +2.4% | +25.2% | +26.1% |
| 30D | -17.1% | +4.6% | -21.7% | -19.3% |
| 3M | +4.6% | -1.1% | +5.7% | +4.1% |
| 6M | -15.1% | +16.5% | -31.6% | -22.7% |
| YTD | +41.2% | +11.4% | +29.8% | +30.8% |
| 1Y | +37.5% | +16.1% | +21.4% | +24.6% |
| 3Y | +693.7% | +252.6% | +441.0% | +320.8% |
| 5Y | +901.7% | +244.9% | +656.9% | +414.2% |
| All | +654.3% | +493.2% | +161.2% | +228.9% |
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