+648.8%
SEI vs FDS
+80.9%
+567.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.8% | +0.6% | -4.2% |
| 7D | +20.7% | -16.0% | +36.6% | +24.1% |
| 30D | +9.1% | -6.7% | +15.8% | +9.9% |
| 3M | -6.0% | +6.0% | -12.0% | -9.5% |
| 6M | +18.9% | +25.1% | -6.2% | +6.5% |
| YTD | +40.1% | -8.1% | +48.3% | +38.5% |
| 1Y | +120.6% | -26.0% | +146.7% | +134.4% |
| 3Y | +562.1% | -36.4% | +598.6% | +643.3% |
| 5Y | +954.5% | -27.7% | +982.2% | +966.9% |
| All | +648.8% | +80.9% | +567.9% | +367.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling