+955.7%
SEI vs STLD
+291.8%
+663.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -0.7% | +17.0% | +16.7% |
| 7D | +28.8% | +2.7% | +26.2% | +27.1% |
| 30D | +10.4% | -8.4% | +18.8% | +15.2% |
| 3M | -11.4% | -9.9% | -1.6% | -7.6% |
| 6M | +31.2% | +33.0% | -1.8% | +11.6% |
| YTD | +39.7% | +42.6% | -2.9% | +13.7% |
| 1Y | +149.0% | +80.8% | +68.2% | +78.8% |
| 3Y | +560.2% | +143.4% | +416.8% | +320.7% |
| 5Y | +955.7% | +293.4% | +662.3% | +457.8% |
| All | +955.7% | +291.8% | +663.9% | +457.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling