+542.0%
SEI vs FHN
+97.9%
+444.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.5% |
| 7D | +10.2% | +1.2% | +9.1% | +9.5% |
| 30D | -1.0% | -4.7% | +3.7% | +1.8% |
| 3M | -27.9% | +3.5% | -31.5% | -29.7% |
| 6M | +10.4% | +7.8% | +2.6% | +5.0% |
| YTD | +20.1% | +5.9% | +14.3% | +15.2% |
| 1Y | +109.7% | +12.5% | +97.3% | +92.2% |
| 3Y | +458.6% | +117.2% | +341.4% | +262.4% |
| 5Y | +775.3% | +86.5% | +688.7% | +451.6% |
| All | +542.0% | +97.9% | +444.1% | +257.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling