+422.3%
FICO vs SEI
+539.1%
-116.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.3% | -14.7% | -1.3% |
| 7D | -0.9% | -18.3% | +17.3% | +0.2% |
| 30D | +3.3% | -24.4% | +27.8% | +4.7% |
| 3M | -31.7% | +1.5% | -33.3% | -32.6% |
| 6M | -34.0% | -25.1% | -8.8% | -33.8% |
| YTD | -58.3% | +26.4% | -84.8% | -61.0% |
| 1Y | -57.9% | +8.9% | -66.9% | -60.2% |
| 3Y | -24.1% | +586.7% | -610.7% | -47.6% |
| 5Y | +85.3% | +717.9% | -632.6% | +17.3% |
| All | +422.3% | +539.1% | -116.8% | +201.8% |
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