+203.9%
STM vs SEI
+616.9%
-413.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +2.5% |
| 7D | +1.4% | +12.4% | -11.0% | -0.9% |
| 30D | -8.4% | -18.3% | +9.9% | -5.1% |
| 3M | -15.8% | +10.4% | -26.2% | -18.4% |
| 6M | -22.8% | -12.9% | -9.9% | -21.7% |
| YTD | +79.4% | +41.8% | +37.5% | +65.4% |
| 1Y | +97.0% | +30.3% | +66.7% | +83.5% |
| 3Y | +14.2% | +697.3% | -683.2% | -32.8% |
| 5Y | -4.5% | +877.0% | -881.4% | -49.8% |
| All | +203.9% | +616.9% | -413.0% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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