+646.3%
SEI vs STZ
-3.9%
+650.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | +10.5% | +2.6% | +7.9% | +9.4% |
| 30D | -8.0% | +15.2% | -23.2% | -14.4% |
| 3M | +6.7% | +7.6% | -0.9% | +1.2% |
| 6M | -17.0% | +5.3% | -22.3% | -21.6% |
| YTD | +39.7% | +8.6% | +31.0% | +25.7% |
| 1Y | +43.2% | +15.6% | +27.6% | +24.5% |
| 3Y | +676.3% | -35.2% | +711.5% | +789.8% |
| 5Y | +891.0% | -29.1% | +920.1% | +945.8% |
| All | +646.3% | -3.9% | +650.2% | +548.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling