-66.1%
FIS vs SEI
+1,021.5%
-1,087.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.8% | -9.2% | -3.6% |
| 7D | -9.1% | +28.2% | -37.3% | -9.9% |
| 30D | -10.4% | +15.5% | -25.9% | -11.0% |
| 3M | -3.7% | -1.4% | -2.3% | -4.0% |
| 6M | -24.8% | +37.4% | -62.2% | -26.9% |
| YTD | -41.6% | +47.8% | -89.4% | -43.7% |
| 1Y | -42.7% | +174.3% | -217.0% | -47.8% |
| 3Y | -26.2% | +598.5% | -624.7% | -43.4% |
| 5Y | -66.1% | +1,026.2% | -1,092.3% | -77.4% |
| All | -66.1% | +1,021.5% | -1,087.7% | -77.4% |
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 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