+938.3%
FN vs SEI
+616.9%
+321.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.7% | +1.1% | +4.6% |
| 7D | +8.0% | +12.4% | -4.4% | +5.2% |
| 30D | -19.1% | -18.3% | -0.9% | -14.8% |
| 3M | -29.8% | +10.4% | -40.3% | -31.6% |
| 6M | -43.2% | -12.9% | -30.3% | -41.6% |
| YTD | -18.9% | +41.8% | -60.8% | -25.7% |
| 1Y | -17.9% | +30.3% | -48.2% | -23.3% |
| 3Y | +120.1% | +697.3% | -577.2% | +36.5% |
| 5Y | +206.7% | +877.0% | -670.3% | +70.5% |
| All | +938.3% | +616.9% | +321.4% | +471.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling