+115.0%
FCX vs SEI
+950.2%
-835.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.2% | -1.4% | -5.4% |
| 7D | -1.9% | +20.7% | -22.5% | -5.9% |
| 30D | +3.4% | +9.1% | -5.7% | +0.9% |
| 3M | +15.0% | -6.0% | +21.0% | +14.9% |
| 6M | +14.6% | +18.9% | -4.3% | +8.1% |
| YTD | +41.2% | +40.1% | +1.1% | +27.6% |
| 1Y | +60.4% | +120.6% | -60.3% | +30.1% |
| 3Y | +88.4% | +562.1% | -473.7% | +1.4% |
| 5Y | +115.0% | +954.5% | -839.4% | -11.3% |
| All | +115.0% | +950.2% | -835.1% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling