+646.3%
SEI vs STLA
-34.6%
+680.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.7% |
| 7D | +10.5% | -13.8% | +24.2% | +16.7% |
| 30D | -8.0% | -10.5% | +2.5% | -5.1% |
| 3M | +6.7% | -28.9% | +35.6% | +19.1% |
| 6M | -17.0% | -49.7% | +32.7% | +5.7% |
| YTD | +39.7% | -64.9% | +104.6% | +99.0% |
| 1Y | +43.2% | -64.0% | +107.2% | +101.5% |
| 3Y | +676.3% | -77.4% | +753.8% | +1,178.9% |
| 5Y | +891.0% | -74.4% | +965.5% | +1,363.3% |
| All | +646.3% | -34.6% | +680.9% | +546.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling