+646.3%
SEI vs FFIV
+138.5%
+507.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | +0.3% |
| 7D | +10.5% | -0.5% | +11.0% | +10.9% |
| 30D | -8.0% | -32.4% | +24.4% | +10.5% |
| 3M | +6.7% | -25.7% | +32.4% | +21.8% |
| 6M | -17.0% | -13.5% | -3.5% | -12.5% |
| YTD | +39.7% | +21.1% | +18.6% | +20.8% |
| 1Y | +43.2% | +29.4% | +13.8% | +19.3% |
| 3Y | +676.3% | +94.9% | +581.5% | +439.1% |
| 5Y | +891.0% | +34.7% | +856.3% | +696.7% |
| All | +646.3% | +138.5% | +507.8% | +310.0% |
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