+896.5%
SEI vs FGI
-69.1%
+965.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +5.8% |
| 7D | +28.2% | +14.7% | +13.5% | +27.9% |
| 30D | +15.5% | +67.0% | -51.5% | +12.9% |
| 3M | -1.4% | +31.0% | -32.4% | -3.1% |
| 6M | +37.4% | +126.8% | -89.4% | +30.4% |
| YTD | +47.8% | +35.6% | +12.2% | +42.5% |
| 1Y | +174.3% | +108.9% | +65.4% | +157.5% |
| 3Y | +598.5% | -0.3% | +598.7% | +571.0% |
| All | +896.5% | -69.1% | +965.6% | +920.2% |
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