+1,912.7%
FTNT vs SEI
+606.2%
+1,306.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +16.3% | -15.5% | -1.1% |
| 7D | -2.7% | +28.8% | -31.6% | -5.6% |
| 30D | -1.4% | +10.4% | -11.7% | -2.8% |
| 3M | +10.1% | -11.4% | +21.5% | +10.4% |
| 6M | +88.2% | +31.2% | +57.0% | +78.5% |
| YTD | +98.3% | +39.7% | +58.6% | +85.3% |
| 1Y | +96.0% | +149.0% | -53.0% | +68.8% |
| 3Y | +145.8% | +560.2% | -414.4% | +77.2% |
| 5Y | +154.6% | +955.7% | -801.0% | +67.0% |
| All | +1,912.7% | +606.2% | +1,306.4% | +1,161.6% |
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