+954.5%
SEI vs RVTY
-34.5%
+989.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.3% | -2.9% | -4.6% |
| 7D | +20.7% | -7.4% | +28.1% | +22.8% |
| 30D | +9.1% | +4.5% | +4.6% | +7.6% |
| 3M | -6.0% | +19.5% | -25.5% | -10.8% |
| 6M | +18.9% | +34.1% | -15.2% | +8.6% |
| YTD | +40.1% | +25.3% | +14.9% | +30.2% |
| 1Y | +120.6% | +47.0% | +73.6% | +97.0% |
| 3Y | +562.1% | +14.1% | +548.0% | +512.2% |
| 5Y | +954.5% | -34.6% | +989.0% | +774.4% |
| All | +954.5% | -34.5% | +989.0% | +774.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling