+929.7%
FN vs SEI
+592.7%
+337.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +8.4% | +3.5% | +9.7% |
| 7D | +16.3% | -4.3% | +20.5% | +17.9% |
| 30D | -24.7% | -18.0% | -6.7% | -20.8% |
| 3M | -34.9% | +8.2% | -43.2% | -36.2% |
| 6M | -41.1% | -13.9% | -27.2% | -39.2% |
| YTD | -19.6% | +37.0% | -56.7% | -25.6% |
| 1Y | -18.5% | +24.5% | -43.0% | -23.0% |
| 3Y | +119.1% | +681.1% | -561.9% | +36.7% |
| 5Y | +206.9% | +787.5% | -580.5% | +74.4% |
| All | +929.7% | +592.7% | +337.0% | +471.5% |
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