+303.3%
FERG vs SEI
+647.2%
-343.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -1.7% |
| 7D | +0.9% | +28.2% | -27.3% | -0.7% |
| 30D | -15.1% | +15.5% | -30.5% | -15.9% |
| 3M | -4.8% | -1.4% | -3.5% | -5.3% |
| 6M | -2.5% | +37.4% | -39.9% | -5.1% |
| YTD | +1.8% | +47.8% | -46.0% | -1.6% |
| 1Y | -0.3% | +174.3% | -174.6% | -7.1% |
| 3Y | +52.9% | +598.5% | -545.6% | +31.0% |
| 5Y | +69.3% | +1,026.2% | -956.9% | +42.0% |
| All | +303.3% | +647.2% | -343.8% | +254.5% |
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 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