+686.9%
SEI vs RRX
+138.8%
+548.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.7% | +1.4% | +2.8% |
| 7D | +22.6% | -0.3% | +22.9% | +22.9% |
| 30D | +9.1% | -6.1% | +15.2% | +13.9% |
| 3M | -11.3% | -23.1% | +11.7% | +4.7% |
| 6M | +22.0% | -19.5% | +41.6% | +38.3% |
| YTD | +47.3% | +16.1% | +31.2% | +31.0% |
| 1Y | +124.8% | +12.9% | +111.8% | +102.5% |
| 3Y | +591.3% | +7.9% | +583.3% | +500.4% |
| 5Y | +1,008.2% | +19.1% | +989.1% | +745.2% |
| All | +686.9% | +138.8% | +548.1% | +245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling