+271.0%
FTI vs SEI
+606.2%
-335.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +16.3% | -18.4% | -8.0% |
| 7D | -0.2% | +28.8% | -29.0% | -9.8% |
| 30D | +12.3% | +10.4% | +2.0% | +6.9% |
| 3M | +13.8% | -11.4% | +25.2% | +13.6% |
| 6M | +24.3% | +31.2% | -6.9% | +3.9% |
| YTD | +75.8% | +39.7% | +36.1% | +40.0% |
| 1Y | +99.6% | +149.0% | -49.3% | +18.0% |
| 3Y | +278.4% | +560.2% | -281.8% | +4.1% |
| 5Y | +1,168.7% | +955.7% | +213.0% | +143.9% |
| All | +271.0% | +606.2% | -335.2% | -21.1% |
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