+302.1%
FERG vs SEI
+644.4%
-342.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | +0.4% |
| 7D | -2.6% | +22.6% | -25.2% | -3.8% |
| 30D | -8.9% | +9.1% | -18.0% | -9.5% |
| 3M | -2.0% | -11.3% | +9.3% | -1.9% |
| 6M | -3.2% | +22.0% | -25.2% | -5.1% |
| YTD | +1.5% | +47.3% | -45.8% | -1.9% |
| 1Y | +0.5% | +124.8% | -124.3% | -5.3% |
| 3Y | +50.4% | +591.3% | -540.9% | +28.9% |
| 5Y | +68.7% | +1,008.2% | -939.5% | +41.5% |
| All | +302.1% | +644.4% | -342.3% | +253.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling