+646.6%
SEI vs FLR
+28.3%
+618.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +0.8% | +15.5% | +16.0% |
| 7D | +28.8% | +0.7% | +28.2% | +28.6% |
| 30D | +10.4% | -0.7% | +11.0% | +10.4% |
| 3M | -11.4% | +14.3% | -25.8% | -15.3% |
| 6M | +31.2% | +25.6% | +5.6% | +20.7% |
| YTD | +39.7% | +42.9% | -3.2% | +23.0% |
| 1Y | +149.0% | +38.7% | +110.2% | +122.8% |
| 3Y | +560.2% | +61.8% | +498.4% | +465.5% |
| 5Y | +955.7% | +254.1% | +701.6% | +623.5% |
| All | +646.6% | +28.3% | +618.3% | +556.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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