+646.6%
SEI vs FND
+29.8%
+616.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -4.6% | +20.9% | +17.5% |
| 7D | +28.8% | +0.4% | +28.5% | +28.4% |
| 30D | +10.4% | -23.6% | +33.9% | +18.0% |
| 3M | -11.4% | +4.3% | -15.8% | -13.9% |
| 6M | +31.2% | -20.3% | +51.5% | +36.2% |
| YTD | +39.7% | -21.3% | +61.0% | +44.9% |
| 1Y | +149.0% | -45.4% | +194.3% | +184.2% |
| 3Y | +560.2% | -48.9% | +609.1% | +637.7% |
| 5Y | +955.7% | -61.0% | +1,016.7% | +1,105.4% |
| All | +646.6% | +29.8% | +616.8% | +431.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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