+64.4%
FDX vs SEI
+924.7%
-860.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +16.3% | -18.9% | -3.8% |
| 7D | -3.3% | +28.8% | -32.2% | -5.2% |
| 30D | -1.4% | +10.4% | -11.7% | -2.3% |
| 3M | -4.5% | -11.4% | +6.9% | -4.3% |
| 6M | +9.4% | +31.2% | -21.8% | +5.9% |
| YTD | +36.0% | +39.7% | -3.7% | +30.5% |
| 1Y | +75.5% | +149.0% | -73.5% | +59.5% |
| 3Y | +62.8% | +560.2% | -497.4% | +27.6% |
| 5Y | +64.4% | +955.7% | -891.3% | +18.6% |
| All | +64.4% | +924.7% | -860.3% | +18.6% |
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