+4.4%
FICO vs SEI
+453.4%
-449.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.4% | -20.1% | -16.6% |
| 7D | -19.2% | +10.2% | -29.4% | -19.0% |
| 30D | -14.6% | -1.0% | -13.6% | -14.6% |
| 3M | -20.1% | -27.9% | +7.8% | -19.4% |
| 6M | -36.3% | +10.4% | -46.7% | -36.8% |
| YTD | -44.9% | +20.1% | -65.0% | -45.7% |
| 1Y | -38.6% | +109.7% | -148.4% | -41.6% |
| All | +4.4% | +453.4% | -449.0% | +4.3% |
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