+689.9%
SEI vs RNG
+116.4%
+573.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +5.9% |
| 7D | +28.2% | -4.1% | +32.3% | +28.6% |
| 30D | +15.5% | +8.6% | +6.8% | +14.3% |
| 3M | -1.4% | +78.0% | -79.3% | -8.5% |
| 6M | +37.4% | +67.0% | -29.6% | +27.3% |
| YTD | +47.8% | +142.4% | -94.6% | +28.0% |
| 1Y | +174.3% | +120.4% | +53.9% | +140.4% |
| 3Y | +598.5% | +122.1% | +476.4% | +497.1% |
| 5Y | +1,026.2% | -69.8% | +1,096.1% | +1,030.6% |
| All | +689.9% | +116.4% | +573.4% | +489.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling