+79.4%
F vs SEI
+605.9%
-526.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -3.1% | +10.5% | -13.6% | -4.8% |
| 30D | 0.0% | -8.0% | +8.1% | -0.1% |
| 3M | -13.2% | +6.7% | -20.0% | -16.7% |
| 6M | -10.2% | -17.0% | +6.8% | -11.2% |
| YTD | -4.9% | +39.7% | -44.6% | -16.5% |
| 1Y | -6.1% | +43.2% | -49.3% | -18.4% |
| 3Y | +46.0% | +676.3% | -630.4% | -27.3% |
| 5Y | -15.7% | +891.0% | -906.7% | -63.3% |
| All | +79.4% | +605.9% | -526.5% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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