+628.8%
FICO vs SEI
+647.2%
-18.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.8% | -0.5% | +4.9% |
| 7D | -10.6% | +28.2% | -38.8% | -12.3% |
| 30D | -6.3% | +15.5% | -21.8% | -7.6% |
| 3M | -19.7% | -1.4% | -18.4% | -20.5% |
| 6M | -31.8% | +37.4% | -69.2% | -35.4% |
| YTD | -41.8% | +47.8% | -89.7% | -45.8% |
| 1Y | -36.4% | +174.3% | -210.7% | -45.6% |
| 3Y | +9.3% | +598.5% | -589.2% | -23.3% |
| 5Y | +113.0% | +1,026.2% | -913.2% | +29.8% |
| All | +628.8% | +647.2% | -18.3% | +319.8% |
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 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