+812.9%
SEI vs FGI
-70.0%
+882.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | -10.8% | -4.1% | -6.7% | -10.7% |
| 30D | -19.0% | -3.4% | -15.7% | -19.0% |
| 3M | +5.8% | +61.8% | -56.0% | +3.4% |
| 6M | -14.9% | +17.0% | -31.9% | -16.4% |
| YTD | +35.4% | +31.4% | +4.0% | +30.5% |
| 1Y | +23.9% | +42.7% | -18.8% | +19.4% |
| 3Y | +661.3% | -0.1% | +661.4% | +629.9% |
| All | +812.9% | -70.0% | +882.9% | +834.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling