+646.3%
SEI vs RVTY
+153.2%
+493.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.5% |
| 7D | +10.5% | -0.5% | +10.9% | +10.7% |
| 30D | -8.0% | +1.5% | -9.6% | -8.1% |
| 3M | +6.7% | +31.5% | -24.7% | -2.6% |
| 6M | -17.0% | +62.7% | -79.7% | -30.2% |
| YTD | +39.7% | +60.0% | -20.3% | +17.0% |
| 1Y | +43.2% | +65.7% | -22.5% | +18.5% |
| 3Y | +676.3% | +85.2% | +591.1% | +501.9% |
| 5Y | +891.0% | -14.9% | +905.9% | +862.3% |
| All | +646.3% | +153.2% | +493.1% | +274.0% |
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