+138.1%
FE vs SEI
+507.3%
-369.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -0.7% |
| 7D | +1.9% | +10.2% | -8.3% | +1.5% |
| 30D | -1.2% | -1.0% | -0.1% | -1.2% |
| 3M | +3.5% | -27.9% | +31.4% | +4.5% |
| 6M | -6.1% | +10.4% | -16.5% | -7.3% |
| YTD | +7.6% | +20.1% | -12.5% | +5.6% |
| 1Y | +11.9% | +109.7% | -97.8% | +6.2% |
| 3Y | +48.4% | +458.6% | -410.2% | +25.3% |
| 5Y | +44.8% | +775.3% | -730.5% | +14.5% |
| All | +138.1% | +507.3% | -369.2% | +77.8% |
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