+542.0%
SEI vs FFIV
+201.2%
+340.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.9% | +3.7% |
| 7D | +10.2% | -1.0% | +11.2% | +10.7% |
| 30D | -1.0% | -5.1% | +4.0% | +1.5% |
| 3M | -27.9% | -4.5% | -23.5% | -26.0% |
| 6M | +10.4% | +36.5% | -26.1% | -7.7% |
| YTD | +20.1% | +53.0% | -32.8% | -6.0% |
| 1Y | +109.7% | +24.2% | +85.5% | +82.5% |
| 3Y | +458.6% | +137.2% | +321.4% | +256.8% |
| 5Y | +775.3% | +91.8% | +683.5% | +492.9% |
| All | +542.0% | +201.2% | +340.8% | +219.1% |
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