+120.6%
SEI vs FDS
-28.0%
+148.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.8% | +0.6% | -8.4% |
| 7D | +20.7% | -16.0% | +36.6% | +9.9% |
| 30D | +9.1% | -6.7% | +15.8% | +5.9% |
| 3M | -6.0% | +6.0% | -12.0% | +0.5% |
| 6M | +18.9% | +25.1% | -6.2% | +35.8% |
| YTD | +40.1% | -8.1% | +48.3% | +39.5% |
| 1Y | +120.6% | -26.0% | +146.7% | +112.8% |
| All | +120.6% | -28.0% | +148.6% | +112.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling