+1,026.2%
SEI vs STZ
-38.0%
+1,064.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.7% |
| 7D | +28.2% | -6.0% | +34.3% | +29.0% |
| 30D | +15.5% | -8.9% | +24.4% | +16.6% |
| 3M | -1.4% | -12.6% | +11.2% | 0.0% |
| 6M | +37.4% | -17.2% | +54.6% | +40.6% |
| YTD | +47.8% | -10.0% | +57.8% | +44.9% |
| 1Y | +174.3% | -14.3% | +188.6% | +172.6% |
| 3Y | +598.5% | -49.9% | +648.4% | +716.7% |
| 5Y | +1,026.2% | -38.2% | +1,064.4% | +1,002.9% |
| All | +1,026.2% | -38.0% | +1,064.2% | +1,002.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling