+43.2%
SEI vs FFIV
+28.7%
+14.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | 0.0% |
| 7D | +10.5% | -0.5% | +11.0% | +10.8% |
| 30D | -8.0% | -32.4% | +24.4% | +3.7% |
| 3M | +6.7% | -25.7% | +32.4% | +15.4% |
| 6M | -17.0% | -13.5% | -3.5% | -13.1% |
| YTD | +39.7% | +21.1% | +18.6% | +23.3% |
| 1Y | +43.2% | +29.4% | +13.8% | +21.6% |
| All | +43.2% | +28.7% | +14.5% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling