+92.4%
FOXA vs SEI
+481.2%
-388.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | +0.7% |
| 7D | +0.8% | +22.6% | -21.8% | -1.5% |
| 30D | +5.0% | +9.1% | -4.0% | +3.8% |
| 3M | -3.0% | -11.3% | +8.3% | -3.0% |
| 6M | +14.8% | +22.0% | -7.3% | +9.6% |
| YTD | -8.9% | +47.3% | -56.2% | -15.7% |
| 1Y | +13.3% | +124.8% | -111.4% | -1.9% |
| 3Y | +115.4% | +591.3% | -475.9% | +42.0% |
| 5Y | +95.3% | +1,008.2% | -912.9% | +8.3% |
| All | +92.4% | +481.2% | -388.8% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling