+173.5%
FN vs SEI
+706.3%
-532.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +14.3% | -2.6% | +7.6% |
| 7D | 0.0% | -18.3% | +18.2% | +5.8% |
| 30D | -34.3% | -24.4% | -9.9% | -29.2% |
| 3M | -39.9% | +1.5% | -41.4% | -40.1% |
| 6M | -51.8% | -25.1% | -26.7% | -48.5% |
| YTD | -28.1% | +26.4% | -54.6% | -32.0% |
| 1Y | -29.1% | +8.9% | -38.0% | -30.9% |
| 3Y | +102.4% | +586.7% | -484.2% | +48.8% |
| All | +173.5% | +706.3% | -532.8% | +106.3% |
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