+560.2%
SEI vs RL
+211.8%
+348.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -1.1% | +17.4% | +16.9% |
| 7D | +28.8% | +1.9% | +27.0% | +27.3% |
| 30D | +10.4% | -12.2% | +22.6% | +18.4% |
| 3M | -11.4% | -6.6% | -4.8% | -8.6% |
| 6M | +31.2% | +3.2% | +28.0% | +26.3% |
| YTD | +39.7% | -1.3% | +41.0% | +37.7% |
| 1Y | +149.0% | +13.6% | +135.4% | +123.6% |
| 3Y | +560.2% | +210.9% | +349.3% | +257.4% |
| All | +560.2% | +211.8% | +348.3% | +257.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling