+954.5%
SEI vs FTV
-3.0%
+957.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.3% | -2.9% | -4.0% |
| 7D | +20.7% | -5.2% | +25.9% | +24.0% |
| 30D | +9.1% | -11.5% | +20.6% | +16.1% |
| 3M | -6.0% | -9.0% | +3.0% | -2.3% |
| 6M | +18.9% | -2.0% | +21.0% | +17.8% |
| YTD | +40.1% | -0.9% | +41.1% | +34.5% |
| 1Y | +120.6% | +14.8% | +105.8% | +90.8% |
| 3Y | +562.1% | -5.5% | +567.7% | +550.9% |
| 5Y | +954.5% | -1.9% | +956.3% | +866.6% |
| All | +954.5% | -3.0% | +957.4% | +866.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling