+12.3%
FN vs SEI
+139.3%
-127.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +16.3% | -14.1% | -5.5% |
| 7D | +3.5% | +28.8% | -25.3% | -9.1% |
| 30D | -26.0% | +10.4% | -36.3% | -29.4% |
| 3M | -33.3% | -11.4% | -21.8% | -30.6% |
| 6M | -14.9% | +31.2% | -46.1% | -26.0% |
| YTD | -8.6% | +39.7% | -48.3% | -23.1% |
| 1Y | +12.3% | +149.0% | -136.7% | -18.0% |
| All | +12.3% | +139.3% | -127.0% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling