+216.7%
FITB vs SEI
+507.3%
-290.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -0.9% |
| 7D | +0.6% | +10.2% | -9.6% | -1.5% |
| 30D | -4.7% | -1.0% | -3.7% | -4.8% |
| 3M | +6.7% | -27.9% | +34.6% | +11.9% |
| 6M | +12.6% | +10.4% | +2.2% | +5.6% |
| YTD | +19.1% | +20.1% | -1.0% | +7.9% |
| 1Y | +22.6% | +109.7% | -87.1% | -5.9% |
| 3Y | +127.1% | +458.6% | -331.5% | +10.4% |
| 5Y | +71.8% | +775.3% | -703.5% | -35.2% |
| All | +216.7% | +507.3% | -290.6% | +14.8% |
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