+557.7%
SEI vs RUN
-38.5%
+596.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -5.1% |
| 7D | +20.7% | -3.4% | +24.0% | +21.0% |
| 30D | +9.1% | -14.0% | +23.1% | +10.3% |
| 3M | -6.0% | -27.5% | +21.5% | -4.0% |
| 6M | +18.9% | -29.0% | +47.9% | +21.6% |
| YTD | +40.1% | -53.1% | +93.2% | +44.9% |
| 1Y | +120.6% | -46.7% | +167.4% | +127.8% |
| All | +557.7% | -38.5% | +596.2% | +533.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling