+8.2%
SEI vs FRSH
+21.1%
-12.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | -6.3% | -10.6% | -18.6% |
| 7D | -16.4% | -13.8% | -2.6% | -20.3% |
| 30D | -22.9% | +0.3% | -23.2% | -22.7% |
| 3M | -0.3% | +10.1% | -10.4% | +4.1% |
| 6M | -22.3% | +47.7% | -70.0% | -12.5% |
| YTD | +26.2% | +8.2% | +17.9% | +43.7% |
| 1Y | +8.2% | +21.4% | -13.2% | +23.0% |
| All | +8.2% | +21.1% | -12.9% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 1y: compounded portfolio wealth divided by compounded FRSH 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…
1y analysis · Full analysis span regression · 6 months rolling