+1,072.7%
FTI vs SEI
+950.2%
+122.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.2% | +2.3% | -1.6% |
| 7D | -5.6% | +20.7% | -26.3% | -10.5% |
| 30D | +0.4% | +9.1% | -8.7% | -2.6% |
| 3M | +8.1% | -6.0% | +14.1% | +6.8% |
| 6M | +16.7% | +18.9% | -2.2% | +6.4% |
| YTD | +70.0% | +40.1% | +29.8% | +45.6% |
| 1Y | +85.4% | +120.6% | -35.2% | +33.4% |
| 3Y | +265.9% | +562.1% | -296.2% | +38.6% |
| 5Y | +1,072.7% | +954.5% | +118.3% | +192.9% |
| All | +1,072.7% | +950.2% | +122.6% | +192.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling