+458.3%
FSLR vs SEI
+647.2%
-188.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +5.8% | -10.6% | -5.6% |
| 7D | +0.2% | +28.2% | -28.0% | -3.6% |
| 30D | -15.1% | +15.5% | -30.6% | -17.3% |
| 3M | -22.5% | -1.4% | -21.2% | -23.2% |
| 6M | +4.0% | +37.4% | -33.5% | -2.0% |
| YTD | -22.3% | +47.8% | -70.1% | -28.1% |
| 1Y | 0.0% | +174.3% | -174.3% | -15.9% |
| 3Y | +10.9% | +598.5% | -587.6% | -29.3% |
| 5Y | +105.4% | +1,026.2% | -920.8% | +13.3% |
| All | +458.3% | +647.2% | -188.9% | +197.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling