+51.6%
FANG vs SEI
+134.3%
-82.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -0.2% |
| 7D | +2.9% | +22.6% | -19.7% | +3.0% |
| 30D | +2.6% | +9.1% | -6.5% | +2.6% |
| 3M | +7.6% | -11.3% | +18.9% | +7.7% |
| 6M | +17.3% | +22.0% | -4.7% | +18.3% |
| YTD | +38.7% | +47.3% | -8.6% | +39.3% |
| 1Y | +51.6% | +124.8% | -73.1% | +58.8% |
| All | +51.6% | +134.3% | -82.6% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling