+193.6%
STM vs SEI
+584.5%
-390.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.6% |
| 7D | -7.9% | -10.8% | +2.9% | -5.9% |
| 30D | -14.1% | -19.0% | +4.9% | -10.9% |
| 3M | -17.6% | +5.8% | -23.4% | -19.4% |
| 6M | -24.2% | -14.9% | -9.4% | -22.7% |
| YTD | +73.3% | +35.4% | +37.9% | +61.4% |
| 1Y | +90.1% | +23.9% | +66.2% | +78.9% |
| 3Y | +10.3% | +661.3% | -650.9% | -34.4% |
| 5Y | -5.7% | +822.2% | -828.0% | -49.9% |
| All | +193.6% | +584.5% | -390.9% | +48.7% |
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