+1,026.2%
SEI vs FDS
-23.5%
+1,049.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.4% | +9.2% | +5.3% |
| 7D | +28.2% | -8.8% | +37.0% | +26.8% |
| 30D | +15.5% | -1.4% | +16.8% | +15.5% |
| 3M | -1.4% | +13.9% | -15.2% | +0.3% |
| 6M | +37.4% | +27.4% | +10.0% | +38.3% |
| YTD | +47.8% | -2.5% | +50.3% | +53.6% |
| 1Y | +174.3% | -23.8% | +198.1% | +200.8% |
| 3Y | +598.5% | -32.5% | +631.0% | +691.9% |
| 5Y | +1,026.2% | -23.2% | +1,049.4% | +1,061.1% |
| All | +1,026.2% | -23.5% | +1,049.7% | +1,061.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling