+46.2%
FE vs SEI
+924.7%
-878.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +16.3% | -17.0% | -0.9% |
| 7D | +0.6% | +28.8% | -28.2% | +0.3% |
| 30D | -2.1% | +10.4% | -12.5% | -2.3% |
| 3M | +2.6% | -11.4% | +14.1% | +2.7% |
| 6M | -6.8% | +31.2% | -38.0% | -7.5% |
| YTD | +6.9% | +39.7% | -32.8% | +5.9% |
| 1Y | +11.6% | +149.0% | -137.4% | +9.1% |
| 3Y | +47.7% | +560.2% | -512.5% | +32.8% |
| 5Y | +46.2% | +955.7% | -909.5% | +26.6% |
| All | +46.2% | +924.7% | -878.5% | +26.6% |
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