+646.3%
SEI vs STLD
+719.4%
-73.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.2% | +0.7% |
| 7D | +10.5% | +2.9% | +7.5% | +8.7% |
| 30D | -8.0% | -5.6% | -2.5% | -4.2% |
| 3M | +6.7% | -11.7% | +18.5% | +15.1% |
| 6M | -17.0% | -2.8% | -14.3% | -16.1% |
| YTD | +39.7% | +36.4% | +3.2% | +16.1% |
| 1Y | +43.2% | +50.0% | -6.8% | +13.0% |
| 3Y | +676.3% | +122.3% | +554.0% | +397.5% |
| 5Y | +891.0% | +273.2% | +617.8% | +347.2% |
| All | +646.3% | +719.4% | -73.1% | +109.3% |
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