-29.1%
FICO vs SEI
+692.8%
-721.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | +1.4% | +27.6% | -26.2% | +2.2% |
| 30D | -0.8% | -17.1% | +16.3% | -0.9% |
| 3M | -31.3% | +4.6% | -35.9% | -30.9% |
| 6M | -33.9% | -15.1% | -18.9% | -32.9% |
| YTD | -57.6% | +41.2% | -98.7% | -57.9% |
| 1Y | -59.7% | +37.5% | -97.2% | -60.0% |
| All | -29.1% | +692.8% | -721.9% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling