+575.6%
SEI vs STLD
+696.1%
-120.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +0.5% | +13.8% | +14.0% |
| 7D | -18.3% | -11.1% | -7.2% | -12.3% |
| 30D | -24.4% | -4.8% | -19.7% | -21.6% |
| 3M | +1.5% | -14.6% | +16.1% | +11.5% |
| 6M | -25.1% | -7.4% | -17.7% | -22.2% |
| YTD | +26.4% | +32.6% | -6.1% | +6.8% |
| 1Y | +8.9% | +47.3% | -38.4% | -13.2% |
| 3Y | +586.7% | +107.5% | +479.1% | +356.3% |
| 5Y | +717.9% | +268.8% | +449.1% | +271.4% |
| All | +575.6% | +696.1% | -120.4% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling