+149.0%
SEI vs FGI
+93.1%
+55.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +1.9% | +14.4% | +16.3% |
| 7D | +28.8% | +5.2% | +23.7% | +28.8% |
| 30D | +10.4% | +65.2% | -54.9% | +8.8% |
| 3M | -11.4% | +30.2% | -41.6% | -12.4% |
| 6M | +31.2% | +87.8% | -56.6% | +26.7% |
| YTD | +39.7% | +32.5% | +7.3% | +36.3% |
| 1Y | +149.0% | +93.6% | +55.4% | +149.7% |
| All | +149.0% | +93.1% | +55.9% | +149.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling