+102.4%
FN vs SEI
+565.5%
-463.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +14.3% | -2.6% | +6.8% |
| 7D | 0.0% | -18.3% | +18.2% | +6.9% |
| 30D | -34.3% | -24.4% | -9.9% | -28.2% |
| 3M | -39.9% | +1.5% | -41.4% | -40.3% |
| 6M | -51.8% | -25.1% | -26.7% | -47.9% |
| YTD | -28.1% | +26.4% | -54.6% | -33.2% |
| 1Y | -29.1% | +8.9% | -38.0% | -31.7% |
| 3Y | +102.4% | +586.7% | -484.2% | +48.1% |
| All | +102.4% | +565.5% | -463.0% | +48.1% |
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