+0.7%
FPS vs SEI
+40.0%
-39.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.2% | -0.6% | -2.6% |
| 7D | -4.6% | +20.7% | -25.2% | -16.3% |
| 30D | -22.6% | +9.1% | -31.7% | -27.8% |
| 3M | -45.1% | -6.0% | -39.1% | -44.3% |
| 6M | -17.8% | +18.9% | -36.8% | -29.3% |
| All | +0.7% | +40.0% | -39.4% | -22.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling