+504.8%
FAST vs SEI
+539.1%
-34.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +14.3% | -14.1% | -1.0% |
| 7D | +2.1% | -18.3% | +20.4% | +3.4% |
| 30D | +6.9% | -24.4% | +31.3% | +8.6% |
| 3M | +4.8% | +1.5% | +3.3% | +3.5% |
| 6M | +19.8% | -25.1% | +44.9% | +20.4% |
| YTD | +34.9% | +26.4% | +8.5% | +28.1% |
| 1Y | +32.8% | +8.9% | +23.9% | +27.4% |
| 3Y | +93.7% | +586.7% | -492.9% | +39.6% |
| 5Y | +105.3% | +717.9% | -612.6% | +37.2% |
| All | +504.8% | +539.1% | -34.3% | +298.2% |
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