+454.1%
FAST vs SEI
+647.2%
-193.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -7.0% | -1.7% |
| 7D | +1.8% | +28.2% | -26.4% | -0.5% |
| 30D | -6.4% | +15.5% | -21.9% | -7.8% |
| 3M | +5.3% | -1.4% | +6.7% | +4.5% |
| 6M | +5.4% | +37.4% | -32.0% | +0.8% |
| YTD | +23.6% | +47.8% | -24.2% | +16.8% |
| 1Y | +4.1% | +174.3% | -170.2% | -8.6% |
| 3Y | +92.4% | +598.5% | -506.1% | +40.4% |
| 5Y | +106.1% | +1,026.2% | -920.1% | +33.1% |
| All | +454.1% | +647.2% | -193.1% | +263.3% |
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 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