+686.9%
SEI vs FFIV
+217.6%
+469.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.3% | +1.8% | +3.3% |
| 7D | +22.6% | +5.4% | +17.1% | +19.3% |
| 30D | +9.1% | -2.7% | +11.8% | +10.6% |
| 3M | -11.3% | +4.5% | -15.9% | -13.3% |
| 6M | +22.0% | +42.2% | -20.2% | -0.1% |
| YTD | +47.3% | +61.3% | -14.0% | +12.0% |
| 1Y | +124.8% | +23.0% | +101.7% | +97.1% |
| 3Y | +591.3% | +156.3% | +435.0% | +324.5% |
| 5Y | +1,008.2% | +102.9% | +905.4% | +629.0% |
| All | +686.9% | +217.6% | +469.3% | +280.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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