+593.8%
SEI vs FTV
-3.3%
+597.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +6.5% |
| 7D | +28.2% | -1.3% | +29.5% | +29.0% |
| 30D | +15.5% | -9.5% | +25.0% | +21.8% |
| 3M | -1.4% | -10.9% | +9.5% | +4.1% |
| 6M | +37.4% | -0.6% | +38.0% | +34.2% |
| YTD | +47.8% | +1.4% | +46.4% | +38.1% |
| 1Y | +174.3% | +17.6% | +156.7% | +122.7% |
| All | +593.8% | -3.3% | +597.1% | +541.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 3y: compounded portfolio wealth divided by compounded FTV 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…
3y analysis · Full analysis span regression · 6 months rolling