+689.9%
SEI vs RUN
+77.4%
+612.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.6% | +10.4% | +6.4% |
| 7D | +28.2% | -1.8% | +30.0% | +28.6% |
| 30D | +15.5% | -10.8% | +26.3% | +17.2% |
| 3M | -1.4% | -30.2% | +28.8% | +3.2% |
| 6M | +37.4% | -22.3% | +59.7% | +41.4% |
| YTD | +47.8% | -52.2% | +100.0% | +58.7% |
| 1Y | +174.3% | -45.1% | +219.4% | +189.2% |
| 3Y | +598.5% | -37.1% | +635.6% | +508.9% |
| 5Y | +1,026.2% | -80.3% | +1,106.5% | +1,003.4% |
| All | +689.9% | +77.4% | +612.4% | +318.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling