+13.5%
STM vs SEI
+668.7%
-655.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.4% | -1.6% | +5.1% |
| 7D | -5.6% | -4.3% | -1.3% | -5.0% |
| 30D | -14.4% | -18.0% | +3.6% | -11.7% |
| 3M | -20.5% | +8.2% | -28.7% | -22.3% |
| 6M | -24.5% | -13.9% | -10.6% | -23.6% |
| YTD | +72.7% | +37.0% | +35.7% | +64.8% |
| 1Y | +91.0% | +24.5% | +66.5% | +83.5% |
| 3Y | +13.5% | +681.1% | -667.5% | -10.2% |
| All | +13.5% | +668.7% | -655.1% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling