+133.1%
FDX vs SEI
+539.1%
-406.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +14.3% | -17.0% | -4.5% |
| 7D | -1.6% | -18.3% | +16.6% | +0.3% |
| 30D | +6.6% | -24.4% | +31.1% | +9.2% |
| 3M | -2.1% | +1.5% | -3.6% | -4.4% |
| 6M | +2.2% | -25.1% | +27.3% | +2.8% |
| YTD | +33.9% | +26.4% | +7.5% | +23.1% |
| 1Y | +50.2% | +8.9% | +41.3% | +40.4% |
| 3Y | +65.5% | +586.7% | -521.1% | +0.5% |
| 5Y | +74.1% | +717.9% | -643.8% | -5.4% |
| All | +133.1% | +539.1% | -406.0% | +22.2% |
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