-84.3%
FRMI vs SEI
+40.1%
-124.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.4% | +1.9% | +3.4% |
| 7D | +2.4% | +10.2% | -7.8% | -3.0% |
| 30D | -17.3% | -1.0% | -16.3% | -17.3% |
| 3M | -17.2% | -27.9% | +10.8% | -3.4% |
| 6M | -43.4% | +10.4% | -53.8% | -51.4% |
| YTD | -36.0% | +20.1% | -56.1% | -49.0% |
| All | -84.3% | +40.1% | -124.4% | -86.4% |
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