+117.6%
F vs SEI
+507.3%
-389.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -2.0% | +0.8% |
| 7D | +5.3% | +10.2% | -4.9% | +3.5% |
| 30D | +4.6% | -1.0% | +5.6% | +4.5% |
| 3M | -3.7% | -27.9% | +24.3% | +0.6% |
| 6M | +16.8% | +10.4% | +6.4% | +11.2% |
| YTD | +15.3% | +20.1% | -4.8% | +6.9% |
| 1Y | +31.0% | +109.7% | -78.7% | +6.7% |
| 3Y | +45.4% | +458.6% | -413.2% | -19.8% |
| 5Y | +54.7% | +775.3% | -720.6% | -29.6% |
| All | +117.6% | +507.3% | -389.6% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling