+676.3%
SEI vs FGI
-16.0%
+692.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -25.2% | +24.1% | -0.9% |
| 7D | +10.5% | -14.4% | +24.9% | +10.5% |
| 30D | -8.0% | -11.8% | +3.7% | -8.0% |
| 3M | +6.7% | -46.2% | +53.0% | +7.0% |
| 6M | -17.0% | +5.2% | -22.2% | -17.4% |
| YTD | +39.7% | +10.5% | +29.1% | +38.1% |
| 1Y | +43.2% | +25.5% | +17.7% | +42.4% |
| 3Y | +676.3% | -16.0% | +692.3% | +695.7% |
| All | +676.3% | -16.0% | +692.3% | +695.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling