+11.4%
FPS vs SEI
+39.6%
-28.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +16.3% | -13.2% | -7.2% |
| 7D | +10.4% | +28.8% | -18.5% | -7.2% |
| 30D | -16.5% | +10.4% | -26.9% | -22.6% |
| 3M | -45.5% | -11.4% | -34.1% | -42.6% |
| 6M | +2.1% | +31.2% | -29.1% | -17.2% |
| All | +11.4% | +39.6% | -28.2% | -13.6% |
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