+646.3%
SEI vs RL
+486.3%
+159.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | +10.5% | +2.6% | +7.9% | +9.2% |
| 30D | -8.0% | +2.9% | -11.0% | -9.8% |
| 3M | +6.7% | 0.0% | +6.7% | +5.7% |
| 6M | -17.0% | +17.1% | -34.1% | -24.7% |
| YTD | +39.7% | +10.1% | +29.5% | +30.1% |
| 1Y | +43.2% | +17.3% | +25.9% | +29.0% |
| 3Y | +676.3% | +249.3% | +427.0% | +313.5% |
| 5Y | +891.0% | +240.9% | +650.1% | +411.5% |
| All | +646.3% | +486.3% | +159.9% | +227.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling