+3,438.5%
FIX vs SEI
+616.9%
+2,821.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.7% | +0.3% | +3.6% |
| 7D | +6.4% | +12.4% | -6.0% | +2.9% |
| 30D | -29.1% | -18.3% | -10.8% | -24.9% |
| 3M | -31.1% | +10.4% | -41.6% | -33.5% |
| 6M | -42.8% | -12.9% | -29.9% | -41.4% |
| YTD | +24.6% | +41.8% | -17.2% | +10.9% |
| 1Y | +21.9% | +30.3% | -8.3% | +10.6% |
| 3Y | +524.9% | +697.3% | -172.4% | +231.9% |
| 5Y | +1,092.2% | +877.0% | +215.3% | +447.3% |
| All | +3,438.5% | +616.9% | +2,821.6% | +1,398.8% |
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