+191.8%
FN vs SEI
+867.5%
-675.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -4.0% |
| 7D | +20.8% | +27.6% | -6.8% | +13.0% |
| 30D | -17.3% | -17.1% | -0.2% | -13.0% |
| 3M | -38.1% | +4.6% | -42.7% | -39.0% |
| 6M | -44.2% | -15.1% | -29.2% | -42.3% |
| YTD | -22.3% | +41.2% | -63.5% | -28.6% |
| 1Y | -20.9% | +37.5% | -58.5% | -26.8% |
| 3Y | +111.1% | +693.7% | -582.6% | +50.1% |
| 5Y | +191.8% | +901.7% | -709.9% | +107.3% |
| All | +191.8% | +867.5% | -675.7% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling