+93.1%
FOXA vs SEI
+999.8%
-906.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | +0.9% |
| 7D | +0.8% | +22.6% | -21.8% | -0.4% |
| 30D | +5.0% | +9.1% | -4.0% | +4.4% |
| 3M | -3.0% | -11.3% | +8.3% | -2.9% |
| 6M | +14.8% | +22.0% | -7.3% | +11.8% |
| YTD | -8.9% | +47.3% | -56.2% | -13.0% |
| 1Y | +13.3% | +124.8% | -111.4% | +3.9% |
| 3Y | +115.4% | +591.3% | -475.9% | +66.4% |
| All | +93.1% | +999.8% | -906.7% | +28.9% |
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