+86.3%
FOXA vs SEI
+483.3%
-397.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.8% | -7.9% | -2.7% |
| 7D | -5.4% | +28.2% | -33.7% | -8.0% |
| 30D | +1.1% | +15.5% | -14.3% | -0.6% |
| 3M | -6.1% | -1.4% | -4.7% | -7.2% |
| 6M | +8.2% | +37.4% | -29.2% | +1.9% |
| YTD | -11.8% | +47.8% | -59.6% | -18.4% |
| 1Y | +9.9% | +174.3% | -164.4% | -7.5% |
| 3Y | +110.7% | +598.5% | -487.7% | +38.8% |
| 5Y | +86.9% | +1,026.2% | -939.3% | +3.4% |
| All | +86.3% | +483.3% | -397.0% | -1.7% |
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