+76.9%
FICO vs SEI
+706.3%
-629.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.3% | -14.7% | -0.4% |
| 7D | -0.9% | -18.3% | +17.3% | -1.0% |
| 30D | +3.3% | -24.4% | +27.8% | +3.4% |
| 3M | -31.7% | +1.5% | -33.3% | -31.8% |
| 6M | -34.0% | -25.1% | -8.8% | -33.3% |
| YTD | -58.3% | +26.4% | -84.8% | -59.3% |
| 1Y | -57.9% | +8.9% | -66.9% | -58.7% |
| 3Y | -24.1% | +586.7% | -610.7% | -34.8% |
| All | +76.9% | +706.3% | -629.4% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling