+2,999.5%
FIX vs SEI
+539.1%
+2,460.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +14.3% | -8.8% | +1.2% |
| 7D | -17.5% | -18.3% | +0.8% | -12.2% |
| 30D | -41.6% | -24.4% | -17.1% | -36.7% |
| 3M | -40.6% | +1.5% | -42.1% | -41.2% |
| 6M | -49.4% | -25.1% | -24.2% | -45.8% |
| YTD | +9.2% | +26.4% | -17.3% | +0.4% |
| 1Y | +6.5% | +8.9% | -2.5% | +1.3% |
| 3Y | +448.7% | +586.7% | -137.9% | +203.8% |
| 5Y | +948.7% | +717.9% | +230.8% | +406.7% |
| All | +2,999.5% | +539.1% | +2,460.3% | +1,256.7% |
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