+542.0%
SEI vs FDS
+107.8%
+434.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.5% | +7.0% | +4.1% |
| 7D | +10.2% | -1.9% | +12.1% | +10.6% |
| 30D | -1.0% | +9.0% | -10.0% | -2.9% |
| 3M | -27.9% | +18.9% | -46.8% | -31.7% |
| 6M | +10.4% | +35.1% | -24.7% | -1.4% |
| YTD | +20.1% | +5.5% | +14.6% | +16.1% |
| 1Y | +109.7% | -16.8% | +126.5% | +119.5% |
| 3Y | +458.6% | -28.1% | +486.7% | +517.6% |
| 5Y | +775.3% | -17.4% | +792.7% | +768.5% |
| All | +542.0% | +107.8% | +434.2% | +291.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling