-39.3%
FICO vs SEI
+139.3%
-178.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +16.3% | -16.2% | +2.8% |
| 7D | -15.4% | +28.8% | -44.3% | -11.5% |
| 30D | -10.4% | +10.4% | -20.7% | -8.4% |
| 3M | -22.7% | -11.4% | -11.3% | -20.0% |
| 6M | -36.8% | +31.2% | -68.0% | -33.8% |
| YTD | -44.8% | +39.7% | -84.5% | -42.5% |
| 1Y | -39.3% | +149.0% | -188.3% | -40.4% |
| All | -39.3% | +139.3% | -178.6% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling