+632.2%
SEI vs STLD
+712.7%
-80.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.1% | +6.3% | +7.2% |
| 7D | -4.3% | -9.7% | +5.4% | +1.9% |
| 30D | -18.0% | -4.5% | -13.5% | -15.1% |
| 3M | +8.2% | -13.1% | +21.3% | +17.8% |
| 6M | -13.9% | -2.8% | -11.1% | -12.9% |
| YTD | +37.0% | +35.3% | +1.7% | +14.6% |
| 1Y | +24.5% | +51.4% | -26.9% | -2.2% |
| 3Y | +681.1% | +117.9% | +563.1% | +406.2% |
| 5Y | +787.5% | +272.6% | +514.9% | +301.2% |
| All | +632.2% | +712.7% | -80.5% | +106.5% |
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