+657.9%
SEI vs FFIV
+146.9%
+511.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.9% | +4.3% |
| 7D | +12.4% | -2.9% | +15.4% | +14.6% |
| 30D | -18.3% | -32.4% | +14.2% | -1.5% |
| 3M | +10.4% | -22.7% | +33.1% | +23.5% |
| 6M | -12.9% | -10.7% | -2.2% | -9.7% |
| YTD | +41.8% | +25.4% | +16.5% | +20.4% |
| 1Y | +30.3% | +34.2% | -3.9% | +6.5% |
| 3Y | +697.3% | +101.2% | +596.1% | +444.6% |
| 5Y | +877.0% | +42.0% | +835.0% | +663.6% |
| All | +657.9% | +146.9% | +511.0% | +309.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling