+22.5%
STM vs SEI
+924.7%
-902.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +16.3% | -16.8% | -3.3% |
| 7D | +5.2% | +28.8% | -23.6% | +0.5% |
| 30D | -7.4% | +10.4% | -17.7% | -9.2% |
| 3M | -30.6% | -11.4% | -19.2% | -29.7% |
| 6M | +66.4% | +31.2% | +35.2% | +60.5% |
| YTD | +101.1% | +39.7% | +61.4% | +91.7% |
| 1Y | +97.4% | +149.0% | -51.6% | +75.3% |
| 3Y | +21.1% | +560.2% | -539.0% | -10.8% |
| 5Y | +22.5% | +955.7% | -933.2% | -14.1% |
| All | +22.5% | +924.7% | -902.2% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling