+37.4%
SEI vs RNG
+68.7%
-31.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +5.5% |
| 7D | +28.2% | -4.1% | +32.3% | +26.7% |
| 30D | +15.5% | +8.6% | +6.8% | +19.5% |
| 3M | -1.4% | +78.0% | -79.3% | +22.3% |
| 6M | +37.4% | +67.0% | -29.6% | +68.9% |
| All | +37.4% | +68.7% | -31.3% | +68.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling