+23.4%
FTI vs SEI
+34.2%
-10.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +16.3% | -18.4% | -3.2% |
| 7D | -0.2% | +28.8% | -29.0% | -2.1% |
| 30D | +12.3% | +10.4% | +2.0% | +11.5% |
| 3M | +13.8% | -11.4% | +25.2% | +16.7% |
| All | +23.4% | +34.2% | -10.7% | +19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling