+954.7%
SEI vs RNG
-68.4%
+1,023.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.1% |
| 7D | +22.6% | -6.1% | +28.7% | +23.1% |
| 30D | +9.1% | +9.6% | -0.5% | +8.1% |
| 3M | -11.3% | +83.3% | -94.7% | -17.2% |
| 6M | +22.0% | +77.9% | -55.9% | +13.2% |
| YTD | +47.3% | +139.9% | -92.6% | +28.7% |
| 1Y | +124.8% | +121.7% | +3.1% | +98.6% |
| 3Y | +591.3% | +121.9% | +469.4% | +493.4% |
| All | +954.7% | -68.4% | +1,023.1% | +810.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling