+48.4%
FE vs SEI
+609.2%
-560.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.3% | -14.7% | -0.2% |
| 7D | 0.0% | -18.3% | +18.3% | -0.3% |
| 30D | +5.2% | -24.4% | +29.6% | +4.9% |
| 3M | 0.0% | +1.5% | -1.6% | +0.1% |
| 6M | +5.0% | -25.1% | +30.2% | +4.9% |
| YTD | +7.9% | +26.4% | -18.6% | +8.4% |
| 1Y | +6.3% | +8.9% | -2.6% | +6.7% |
| All | +48.4% | +609.2% | -560.8% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling