+8.1%
FPS vs SEI
+20.1%
-12.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -1.0% | +0.2% |
| 7D | +3.1% | +10.2% | -7.1% | -3.4% |
| 30D | -18.6% | -1.0% | -17.5% | -18.5% |
| 3M | -51.5% | -27.9% | -23.5% | -41.4% |
| 6M | -8.5% | +10.4% | -18.9% | -16.4% |
| All | +8.1% | +20.1% | -12.0% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling