+1,027.6%
FIX vs SEI
+889.7%
+137.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | +9.4% | +10.5% | -1.0% | +6.4% |
| 30D | -27.8% | -8.0% | -19.8% | -26.0% |
| 3M | -35.6% | +6.7% | -42.3% | -37.0% |
| 6M | -45.2% | -17.0% | -28.2% | -43.2% |
| YTD | +19.5% | +39.7% | -20.2% | +7.9% |
| 1Y | +24.2% | +43.2% | -18.9% | +11.3% |
| 3Y | +494.2% | +676.3% | -182.2% | +281.6% |
| All | +1,027.6% | +889.7% | +137.8% | +567.1% |
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