+113.9%
SEI vs FHN
+12.1%
+101.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.4% |
| 7D | +20.7% | -0.8% | +21.5% | +20.9% |
| 30D | +9.1% | -2.6% | +11.8% | +10.1% |
| 3M | -6.0% | +0.8% | -6.8% | -6.7% |
| 6M | +18.9% | +9.2% | +9.7% | +13.8% |
| YTD | +40.1% | +5.1% | +35.0% | +35.7% |
| All | +113.9% | +12.1% | +101.8% | +109.5% |
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