+539.9%
STRL vs SEI
+565.9%
-26.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +16.3% | -13.1% | -3.1% |
| 7D | +10.1% | +28.8% | -18.7% | -0.7% |
| 30D | -8.2% | +10.4% | -18.6% | -12.0% |
| 3M | -43.7% | -11.4% | -32.3% | -41.6% |
| 6M | +27.1% | +31.2% | -4.1% | +15.3% |
| YTD | +64.0% | +39.7% | +24.3% | +45.2% |
| 1Y | +75.2% | +149.0% | -73.8% | +30.7% |
| 3Y | +539.9% | +560.2% | -20.3% | +243.4% |
| All | +539.9% | +565.9% | -26.0% | +243.4% |
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