+898.9%
SEI vs FHN
+61.2%
+837.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | +10.5% | +2.1% | +8.3% | +9.4% |
| 30D | -8.0% | +3.8% | -11.8% | -10.1% |
| 3M | +6.7% | -8.9% | +15.7% | +11.6% |
| 6M | -17.0% | +1.8% | -18.8% | -18.7% |
| YTD | +39.7% | +0.6% | +39.1% | +37.4% |
| 1Y | +43.2% | +12.9% | +30.2% | +32.6% |
| 3Y | +676.3% | +126.4% | +550.0% | +453.8% |
| All | +898.9% | +61.2% | +837.7% | +614.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling