+238.0%
STM vs SEI
+647.2%
-409.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.6% | -2.0% |
| 7D | +1.7% | +28.2% | -26.6% | -3.6% |
| 30D | -5.2% | +15.5% | -20.6% | -8.2% |
| 3M | -29.6% | -1.4% | -28.2% | -29.8% |
| 6M | +54.4% | +37.4% | +16.9% | +45.1% |
| YTD | +99.5% | +47.8% | +51.7% | +83.9% |
| 1Y | +100.8% | +174.3% | -73.5% | +64.4% |
| 3Y | +20.2% | +598.5% | -578.3% | -26.8% |
| 5Y | +21.1% | +1,026.2% | -1,005.1% | -38.3% |
| All | +238.0% | +647.2% | -409.1% | +69.4% |
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