+18.9%
SEI vs RRX
-19.6%
+38.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -3.8% |
| 7D | +20.7% | -3.7% | +24.4% | +24.0% |
| 30D | +9.1% | -9.3% | +18.4% | +17.3% |
| 3M | -6.0% | -21.8% | +15.8% | +12.1% |
| 6M | +18.9% | -22.0% | +40.9% | +40.3% |
| All | +18.9% | -19.6% | +38.6% | +40.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling