+591.3%
SEI vs FCUV
-99.2%
+690.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.3% | +1.8% | +5.1% |
| 7D | +22.6% | -66.5% | +89.1% | +22.7% |
| 30D | +9.1% | +5.0% | +4.1% | +8.6% |
| 3M | -11.3% | +63.8% | -75.1% | -13.2% |
| 6M | +22.0% | -67.8% | +89.9% | +22.8% |
| YTD | +47.3% | -82.4% | +129.7% | +50.0% |
| 1Y | +124.8% | -94.7% | +219.5% | +134.7% |
| 3Y | +591.3% | -99.3% | +690.5% | +583.5% |
| All | +591.3% | -99.2% | +690.5% | +583.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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