+98.3%
STM vs SEI
+35.9%
+62.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.0% |
| 7D | +12.0% | +10.5% | +1.6% | +7.7% |
| 30D | -0.4% | -8.0% | +7.7% | +1.3% |
| 3M | -13.2% | +6.7% | -19.9% | -17.8% |
| 6M | -26.1% | -17.0% | -9.0% | -23.9% |
| YTD | +81.2% | +39.7% | +41.5% | +60.0% |
| 1Y | +98.3% | +43.2% | +55.1% | +73.0% |
| All | +98.3% | +35.9% | +62.4% | +73.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling