-80.9%
FIG vs SEI
+109.7%
-190.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.8% | -9.1% | -3.1% |
| 7D | -14.5% | +28.2% | -42.7% | -13.8% |
| 30D | -13.3% | +15.5% | -28.8% | -12.8% |
| 3M | +7.4% | -1.4% | +8.8% | +8.1% |
| 6M | -27.8% | +37.4% | -65.2% | -33.3% |
| YTD | -41.1% | +47.8% | -88.9% | -48.7% |
| 1Y | -58.7% | +174.3% | -233.0% | -68.2% |
| All | -80.9% | +109.7% | -190.7% | -84.2% |
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