+591.1%
FICO vs SEI
+507.3%
+83.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.4% | -20.1% | -16.9% |
| 7D | -19.2% | +10.2% | -29.4% | -19.8% |
| 30D | -14.6% | -1.0% | -13.6% | -14.8% |
| 3M | -20.1% | -27.9% | +7.8% | -18.8% |
| 6M | -36.3% | +10.4% | -46.7% | -38.6% |
| YTD | -44.9% | +20.1% | -65.0% | -47.8% |
| 1Y | -38.6% | +109.7% | -148.4% | -46.3% |
| 3Y | +4.0% | +458.6% | -454.6% | -25.7% |
| 5Y | +99.5% | +775.3% | -675.8% | +24.6% |
| All | +591.1% | +507.3% | +83.8% | +304.4% |
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 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