+709.9%
SEI vs FGI
-70.4%
+780.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.5% | -4.1% | +3.3% |
| 7D | +10.2% | +0.5% | +9.7% | +10.2% |
| 30D | -1.0% | +65.4% | -66.4% | -3.3% |
| 3M | -27.9% | +23.5% | -51.4% | -29.1% |
| 6M | +10.4% | +60.5% | -50.1% | +5.8% |
| YTD | +20.1% | +30.0% | -9.9% | +15.9% |
| 1Y | +109.7% | +82.1% | +27.7% | +97.6% |
| 3Y | +458.6% | -4.4% | +463.0% | +437.1% |
| All | +709.9% | -70.4% | +780.3% | +729.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling