+43.2%
SEI vs STZ
+15.6%
+27.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -0.6% |
| 7D | +10.5% | +2.6% | +7.9% | +12.3% |
| 30D | -8.0% | +15.2% | -23.2% | +2.1% |
| 3M | +6.7% | +7.6% | -0.9% | +16.9% |
| 6M | -17.0% | +5.3% | -22.3% | -8.9% |
| YTD | +39.7% | +8.6% | +31.0% | +38.0% |
| 1Y | +43.2% | +15.6% | +27.6% | +37.8% |
| All | +43.2% | +15.6% | +27.6% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling