-51.8%
FN vs SEI
-22.6%
-29.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +14.3% | -2.6% | +3.3% |
| 7D | 0.0% | -18.3% | +18.2% | +11.2% |
| 30D | -34.3% | -24.4% | -9.9% | -24.4% |
| 3M | -39.9% | +1.5% | -41.4% | -41.6% |
| 6M | -51.8% | -25.1% | -26.7% | -42.4% |
| All | -51.8% | -22.6% | -29.2% | -42.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling