-10.4%
FSLY vs SEI
+374.9%
-385.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +16.3% | -11.9% | +1.5% |
| 7D | +3.5% | +28.8% | -25.4% | -1.3% |
| 30D | -6.4% | +10.4% | -16.8% | -8.2% |
| 3M | +10.9% | -11.4% | +22.3% | +11.7% |
| 6M | +6.7% | +31.2% | -24.5% | +0.3% |
| YTD | +111.1% | +39.7% | +71.4% | +94.3% |
| 1Y | +185.8% | +149.0% | +36.8% | +134.1% |
| 3Y | -6.6% | +560.2% | -566.7% | -41.7% |
| 5Y | -52.4% | +955.7% | -1,008.1% | -73.9% |
| All | -10.4% | +374.9% | -385.3% | -44.5% |
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