+851.7%
SEI vs FGI
-66.3%
+918.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.6% | -0.6% |
| 7D | +27.6% | +13.5% | +14.1% | +27.3% |
| 30D | -17.1% | +17.1% | -34.2% | -17.4% |
| 3M | +4.6% | +78.0% | -73.4% | +2.0% |
| 6M | -15.1% | +46.4% | -61.5% | -17.0% |
| YTD | +41.2% | +47.7% | -6.5% | +35.8% |
| 1Y | +37.5% | +56.8% | -19.3% | +32.3% |
| 3Y | +693.7% | +12.3% | +681.4% | +659.3% |
| All | +851.7% | -66.3% | +918.0% | +871.9% |
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