+648.8%
SEI vs STZ
-18.9%
+667.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.9% | -7.1% | -6.0% |
| 7D | +20.7% | -4.1% | +24.7% | +22.3% |
| 30D | +9.1% | -7.6% | +16.7% | +12.0% |
| 3M | -6.0% | -12.3% | +6.3% | -2.0% |
| 6M | +18.9% | -16.3% | +35.2% | +25.7% |
| YTD | +40.1% | -8.4% | +48.5% | +37.7% |
| 1Y | +120.6% | -10.8% | +131.5% | +119.4% |
| 3Y | +562.1% | -49.0% | +611.1% | +766.4% |
| 5Y | +954.5% | -36.5% | +990.9% | +1,065.7% |
| All | +648.8% | -18.9% | +667.7% | +610.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling