+440.3%
FICO vs SEI
+616.9%
-176.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -5.0% | -0.6% |
| 7D | +4.0% | +12.4% | -8.5% | +3.0% |
| 30D | -1.5% | -18.3% | +16.8% | -0.7% |
| 3M | -29.8% | +10.4% | -40.2% | -31.0% |
| 6M | -33.3% | -12.9% | -20.4% | -33.8% |
| YTD | -56.9% | +41.8% | -98.7% | -60.0% |
| 1Y | -59.5% | +30.3% | -89.7% | -62.2% |
| 3Y | -26.9% | +697.3% | -724.2% | -50.2% |
| 5Y | +92.9% | +877.0% | -784.0% | +19.8% |
| All | +440.3% | +616.9% | -176.6% | +209.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling