+601.6%
FCX vs SEI
+507.3%
+94.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | -0.8% |
| 7D | -4.9% | +10.2% | -15.1% | -7.6% |
| 30D | +4.8% | -1.0% | +5.8% | +4.5% |
| 3M | +4.6% | -27.9% | +32.5% | +13.1% |
| 6M | +10.8% | +10.4% | +0.4% | +4.2% |
| YTD | +44.2% | +20.1% | +24.1% | +30.7% |
| 1Y | +59.6% | +109.7% | -50.2% | +19.2% |
| 3Y | +82.2% | +458.6% | -376.4% | -21.0% |
| 5Y | +115.6% | +775.3% | -659.7% | -29.5% |
| All | +601.6% | +507.3% | +94.3% | +132.5% |
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