-82.4%
FRMI vs SEI
+63.0%
-145.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +16.3% | -4.8% | +2.3% |
| 7D | +23.3% | +28.8% | -5.5% | +6.9% |
| 30D | -7.6% | +10.4% | -18.0% | -13.2% |
| 3M | +0.2% | -11.4% | +11.6% | +3.9% |
| 6M | -28.7% | +31.2% | -59.9% | -44.7% |
| YTD | -28.6% | +39.7% | -68.3% | -47.8% |
| All | -82.4% | +63.0% | -145.4% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling