+3.7%
FSLY vs SEI
+684.3%
-680.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.1% |
| 7D | +4.9% | +10.5% | -5.6% | +2.9% |
| 30D | -33.5% | -8.0% | -25.5% | -32.7% |
| 3M | -44.6% | +6.7% | -51.4% | -45.5% |
| 6M | -9.2% | -17.0% | +7.8% | -8.1% |
| YTD | +63.3% | +39.7% | +23.6% | +51.7% |
| 1Y | +45.3% | +43.2% | +2.1% | +33.8% |
| 3Y | +3.7% | +676.3% | -672.6% | -14.3% |
| All | +3.7% | +684.3% | -680.5% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling