+954.7%
SEI vs RRX
+17.8%
+936.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.7% | +1.4% | +3.0% |
| 7D | +22.6% | -0.3% | +22.9% | +22.8% |
| 30D | +9.1% | -6.1% | +15.2% | +13.3% |
| 3M | -11.3% | -23.1% | +11.7% | +2.7% |
| 6M | +22.0% | -19.5% | +41.6% | +36.8% |
| YTD | +47.3% | +16.1% | +31.2% | +34.9% |
| 1Y | +124.8% | +12.9% | +111.8% | +108.5% |
| 3Y | +591.3% | +7.9% | +583.3% | +529.4% |
| All | +954.7% | +17.8% | +936.9% | +789.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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