+139.8%
FTNT vs SEI
+594.6%
-454.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.1% | -6.8% | -2.2% |
| 7D | -0.1% | +22.6% | -22.7% | -2.1% |
| 30D | -3.0% | +9.1% | -12.1% | -4.0% |
| 3M | +7.6% | -11.3% | +18.9% | +7.9% |
| 6M | +87.0% | +22.0% | +64.9% | +80.2% |
| YTD | +96.5% | +47.3% | +49.3% | +84.3% |
| 1Y | +92.9% | +124.8% | -31.8% | +71.7% |
| 3Y | +139.8% | +591.3% | -451.4% | +96.0% |
| All | +139.8% | +594.6% | -454.7% | +96.0% |
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