+688.4%
SEI vs FFIV
+102.3%
+586.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.9% | +4.2% |
| 7D | +12.4% | -2.9% | +15.4% | +14.8% |
| 30D | -18.3% | -32.4% | +14.2% | +0.8% |
| 3M | +10.4% | -22.7% | +33.1% | +24.1% |
| 6M | -12.9% | -10.7% | -2.2% | -10.8% |
| YTD | +41.8% | +25.4% | +16.5% | +11.0% |
| 1Y | +30.3% | +34.2% | -3.9% | -3.5% |
| All | +688.4% | +102.3% | +586.1% | +330.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling