+11.9%
FE vs SEI
+105.8%
-93.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -0.5% |
| 7D | +1.9% | +10.2% | -8.3% | +2.0% |
| 30D | -1.2% | -1.0% | -0.1% | -1.1% |
| 3M | +3.5% | -27.9% | +31.4% | +3.3% |
| 6M | -6.1% | +10.4% | -16.5% | -6.6% |
| YTD | +7.6% | +20.1% | -12.5% | +7.4% |
| 1Y | +11.9% | +109.7% | -97.8% | +14.1% |
| All | +11.9% | +105.8% | -93.9% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling