+542.0%
SEI vs STZ
-16.1%
+558.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.8% |
| 7D | +10.2% | -1.9% | +12.2% | +11.2% |
| 30D | -1.0% | -1.9% | +0.9% | -0.6% |
| 3M | -27.9% | -6.2% | -21.7% | -26.9% |
| 6M | +10.4% | -14.0% | +24.4% | +15.9% |
| YTD | +20.1% | -5.1% | +25.3% | +16.9% |
| 1Y | +109.7% | -9.6% | +119.3% | +108.4% |
| 3Y | +458.6% | -47.2% | +505.9% | +623.9% |
| 5Y | +775.3% | -33.6% | +808.9% | +849.5% |
| All | +542.0% | -16.1% | +558.1% | +503.2% |
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