+97.0%
STM vs SEI
+32.3%
+64.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +1.6% |
| 7D | +1.4% | +12.4% | -11.0% | -3.1% |
| 30D | -8.4% | -18.3% | +9.9% | -2.6% |
| 3M | -15.8% | +10.4% | -26.2% | -21.4% |
| 6M | -22.8% | -12.9% | -9.9% | -21.7% |
| YTD | +79.4% | +41.8% | +37.5% | +58.4% |
| 1Y | +97.0% | +30.3% | +66.7% | +75.0% |
| All | +97.0% | +32.3% | +64.7% | +75.0% |
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