+654.3%
SEI vs FFIV
+145.0%
+509.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.1% |
| 7D | +27.6% | +1.9% | +25.7% | +26.4% |
| 30D | -17.1% | -33.3% | +16.2% | +0.6% |
| 3M | +4.6% | -24.9% | +29.5% | +18.8% |
| 6M | -15.1% | -10.5% | -4.6% | -12.0% |
| YTD | +41.2% | +24.4% | +16.7% | +20.4% |
| 1Y | +37.5% | +32.3% | +5.3% | +13.3% |
| 3Y | +693.7% | +99.7% | +593.9% | +444.2% |
| 5Y | +901.7% | +38.4% | +863.3% | +694.1% |
| All | +654.3% | +145.0% | +509.3% | +308.7% |
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