+954.5%
SEI vs FFIV
+95.0%
+859.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.5% | -3.7% | -4.4% |
| 7D | +20.7% | +1.6% | +19.0% | +19.7% |
| 30D | +9.1% | -3.7% | +12.9% | +11.2% |
| 3M | -6.0% | +2.0% | -8.0% | -6.7% |
| 6M | +18.9% | +39.3% | -20.3% | -0.4% |
| YTD | +40.1% | +56.1% | -16.0% | +10.0% |
| 1Y | +120.6% | +22.0% | +98.7% | +96.5% |
| 3Y | +562.1% | +148.2% | +413.9% | +350.7% |
| 5Y | +954.5% | +96.3% | +858.1% | +615.2% |
| All | +954.5% | +95.0% | +859.4% | +615.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling