+648.8%
SEI vs FHN
+96.4%
+552.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.6% |
| 7D | +20.7% | -0.8% | +21.5% | +21.1% |
| 30D | +9.1% | -2.6% | +11.8% | +10.8% |
| 3M | -6.0% | +0.8% | -6.8% | -7.0% |
| 6M | +18.9% | +9.2% | +9.7% | +12.1% |
| YTD | +40.1% | +5.1% | +35.0% | +34.7% |
| 1Y | +120.6% | +12.2% | +108.4% | +102.6% |
| 3Y | +562.1% | +132.4% | +429.7% | +314.1% |
| 5Y | +954.5% | +91.1% | +863.4% | +553.7% |
| All | +648.8% | +96.4% | +552.4% | +318.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling