+207.0%
STT vs SEI
+644.4%
-437.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | +0.1% |
| 7D | -0.4% | +22.6% | -23.0% | -4.7% |
| 30D | +1.7% | +9.1% | -7.4% | -0.6% |
| 3M | +17.9% | -11.3% | +29.2% | +18.4% |
| 6M | +55.3% | +22.0% | +33.3% | +44.2% |
| YTD | +52.7% | +47.3% | +5.4% | +34.7% |
| 1Y | +75.7% | +124.8% | -49.1% | +39.2% |
| 3Y | +197.9% | +591.3% | -393.4% | +56.9% |
| 5Y | +158.8% | +1,008.2% | -849.5% | +9.0% |
| All | +207.0% | +644.4% | -437.4% | +28.0% |
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