+542.0%
SEI vs STLD
+762.4%
-220.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.1% | +4.3% |
| 7D | +10.2% | +3.1% | +7.1% | +8.4% |
| 30D | -1.0% | -9.0% | +8.0% | +4.0% |
| 3M | -27.9% | -12.4% | -15.6% | -23.3% |
| 6M | +10.4% | +25.5% | -15.1% | -4.0% |
| YTD | +20.1% | +43.6% | -23.5% | -3.7% |
| 1Y | +109.7% | +87.2% | +22.5% | +44.9% |
| 3Y | +458.6% | +135.2% | +323.4% | +242.9% |
| 5Y | +775.3% | +290.9% | +484.4% | +279.5% |
| All | +542.0% | +762.4% | -220.5% | +73.6% |
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