+593.8%
SEI vs FHN
+129.0%
+464.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.1% |
| 7D | +28.2% | 0.0% | +28.2% | +28.0% |
| 30D | +15.5% | -2.6% | +18.1% | +17.8% |
| 3M | -1.4% | 0.0% | -1.4% | -2.3% |
| 6M | +37.4% | +9.2% | +28.2% | +26.5% |
| YTD | +47.8% | +4.3% | +43.5% | +40.3% |
| 1Y | +174.3% | +10.8% | +163.5% | +144.5% |
| All | +593.8% | +129.0% | +464.9% | +299.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling