+109.7%
SEI vs RNG
+144.7%
-35.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.9% | +7.3% | +2.8% |
| 7D | +10.2% | +5.8% | +4.5% | +11.4% |
| 30D | -1.0% | +19.6% | -20.6% | +2.3% |
| 3M | -27.9% | +67.0% | -94.9% | -19.7% |
| 6M | +10.4% | +88.4% | -78.0% | +23.7% |
| YTD | +20.1% | +155.5% | -135.3% | +34.2% |
| 1Y | +109.7% | +141.7% | -31.9% | +135.2% |
| All | +109.7% | +144.7% | -35.0% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling