+689.9%
SEI vs STLD
+757.5%
-67.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.7% |
| 7D | +28.2% | -2.8% | +31.0% | +30.1% |
| 30D | +15.5% | -10.4% | +25.9% | +22.4% |
| 3M | -1.4% | -10.6% | +9.2% | +3.6% |
| 6M | +37.4% | +32.7% | +4.7% | +15.9% |
| YTD | +47.8% | +42.8% | +5.0% | +18.8% |
| 1Y | +174.3% | +86.9% | +87.4% | +89.6% |
| 3Y | +598.5% | +143.8% | +454.7% | +321.1% |
| 5Y | +1,026.2% | +293.5% | +732.7% | +386.0% |
| All | +689.9% | +757.5% | -67.7% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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