+1,046.3%
FN vs SEI
+507.3%
+539.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.3% | +2.3% |
| 7D | -1.7% | +10.2% | -11.9% | -4.1% |
| 30D | -22.0% | -1.0% | -21.0% | -21.6% |
| 3M | -43.0% | -27.9% | -15.1% | -38.4% |
| 6M | -27.7% | +10.4% | -38.1% | -29.3% |
| YTD | -10.5% | +20.1% | -30.7% | -14.2% |
| 1Y | +12.5% | +109.7% | -97.2% | -4.1% |
| 3Y | +153.8% | +458.6% | -304.8% | +70.0% |
| 5Y | +288.0% | +775.3% | -487.3% | +122.1% |
| All | +1,046.3% | +507.3% | +539.0% | +559.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling