+149.0%
SEI vs STLD
+80.8%
+68.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -0.7% | +17.0% | +16.6% |
| 7D | +28.8% | +2.7% | +26.2% | +27.2% |
| 30D | +10.4% | -8.4% | +18.8% | +14.7% |
| 3M | -11.4% | -9.9% | -1.6% | -7.9% |
| 6M | +31.2% | +33.0% | -1.8% | +10.4% |
| YTD | +39.7% | +42.6% | -2.9% | +9.7% |
| 1Y | +149.0% | +80.8% | +68.2% | +64.7% |
| All | +149.0% | +80.8% | +68.1% | +64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling