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  • STRL vs SEI✓SelectedUSD · SEISTRL vs SEI performance historyLatest closeAs of-1.40%09/09
Stock and ETF performance explorer

STRL vs SEI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,434.3%
SEI return
+647.2%
Excess return
+3,787.2%
Maximum drawdown
-59.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioSEIExcessAlpha
1D-1.4%+5.8%-7.2%-3.4%
7D+8.2%+28.2%-20.0%-0.9%
30D-6.3%+15.5%-21.8%-11.1%
3M-41.2%-1.4%-39.8%-41.2%
6M+20.4%+37.4%-17.1%+8.4%
YTD+61.7%+47.8%+13.9%+41.9%
1Y+72.7%+174.3%-101.6%+25.9%
3Y+530.9%+598.5%-67.6%+215.7%
5Y+2,125.4%+1,026.2%+1,099.2%+751.2%
All+4,434.3%+647.2%+3,787.2%+1,547.9%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling