-30.7%
FRMI vs SEI
+42.0%
-72.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.8% | -9.0% | -5.8% |
| 7D | +15.9% | +28.2% | -12.3% | +3.1% |
| 30D | -6.0% | +15.5% | -21.4% | -12.8% |
| 3M | -1.6% | -1.4% | -0.2% | -4.9% |
| 6M | -30.7% | +37.4% | -68.1% | -42.4% |
| All | -30.7% | +42.0% | -72.7% | -42.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling