+646.6%
SEI vs RVTY
+108.3%
+538.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -2.4% | +18.7% | +17.1% |
| 7D | +28.8% | +0.4% | +28.5% | +28.6% |
| 30D | +10.4% | +10.8% | -0.5% | +6.2% |
| 3M | -11.4% | +26.8% | -38.2% | -19.1% |
| 6M | +31.2% | +39.3% | -8.1% | +14.9% |
| YTD | +39.7% | +31.6% | +8.1% | +24.5% |
| 1Y | +149.0% | +47.7% | +101.3% | +112.8% |
| 3Y | +560.2% | +19.9% | +540.3% | +487.0% |
| 5Y | +955.7% | -32.3% | +988.0% | +1,004.9% |
| All | +646.6% | +108.3% | +538.3% | +298.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling