+242.5%
STM vs SEI
+507.3%
-264.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.6% | +1.2% |
| 7D | +5.8% | +10.2% | -4.5% | +3.7% |
| 30D | -1.0% | -1.0% | 0.0% | -0.9% |
| 3M | -33.3% | -27.9% | -5.3% | -29.0% |
| 6M | +57.4% | +10.4% | +47.0% | +55.0% |
| YTD | +102.2% | +20.1% | +82.0% | +94.8% |
| 1Y | +99.6% | +109.7% | -10.1% | +72.7% |
| 3Y | +14.5% | +458.6% | -444.1% | -26.9% |
| 5Y | +21.4% | +775.3% | -753.9% | -34.6% |
| All | +242.5% | +507.3% | -264.7% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling