-6.5%
FXI vs SEI
+1,007.8%
-1,014.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.8% | -7.1% | -1.7% |
| 7D | -2.8% | +28.2% | -31.0% | -4.6% |
| 30D | -5.3% | +15.5% | -20.8% | -6.5% |
| 3M | +0.3% | -1.4% | +1.7% | -0.3% |
| 6M | -4.6% | +37.4% | -42.0% | -8.1% |
| YTD | -9.1% | +47.8% | -56.9% | -13.3% |
| 1Y | -12.0% | +174.3% | -186.3% | -20.5% |
| 3Y | +38.6% | +598.5% | -559.8% | +4.8% |
| All | -6.5% | +1,007.8% | -1,014.3% | -38.3% |
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