+686.9%
SEI vs RVTY
+103.7%
+583.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +4.2% |
| 7D | +22.6% | -4.5% | +27.1% | +24.3% |
| 30D | +9.1% | +5.5% | +3.6% | +6.8% |
| 3M | -11.3% | +22.5% | -33.9% | -18.0% |
| 6M | +22.0% | +38.9% | -16.9% | +7.0% |
| YTD | +47.3% | +28.7% | +18.5% | +32.2% |
| 1Y | +124.8% | +45.5% | +79.3% | +93.3% |
| 3Y | +591.3% | +16.4% | +574.9% | +520.8% |
| 5Y | +1,008.2% | -32.7% | +1,041.0% | +1,059.1% |
| All | +686.9% | +103.7% | +583.2% | +322.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling