+118.1%
FN vs SEI
+696.4%
-578.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.7% | +1.1% | +4.2% |
| 7D | +8.0% | +12.4% | -4.4% | +4.3% |
| 30D | -19.1% | -18.3% | -0.9% | -13.7% |
| 3M | -29.8% | +10.4% | -40.3% | -32.3% |
| 6M | -43.2% | -12.9% | -30.3% | -41.4% |
| YTD | -18.9% | +41.8% | -60.8% | -27.4% |
| 1Y | -17.9% | +30.3% | -48.2% | -24.9% |
| All | +118.1% | +696.4% | -578.3% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling