+8.2%
SEI vs FHN
+14.6%
-6.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +1.7% | -18.6% | -17.3% |
| 7D | -16.4% | +2.3% | -18.7% | -17.0% |
| 30D | -22.9% | +1.6% | -24.5% | -23.3% |
| 3M | -0.3% | -8.4% | +8.1% | +3.1% |
| 6M | -22.3% | -2.3% | -20.0% | -22.3% |
| YTD | +26.2% | +1.5% | +24.7% | +20.1% |
| 1Y | +8.2% | +15.0% | -6.8% | -2.5% |
| All | +8.2% | +14.6% | -6.4% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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