+200.7%
STT vs SEI
+565.9%
-365.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +16.3% | -17.5% | -3.0% |
| 7D | +2.2% | +28.8% | -26.7% | -0.9% |
| 30D | +3.9% | +10.4% | -6.5% | +2.5% |
| 3M | +19.2% | -11.4% | +30.6% | +19.4% |
| 6M | +60.4% | +31.2% | +29.2% | +52.3% |
| YTD | +51.5% | +39.7% | +11.7% | +41.9% |
| 1Y | +76.3% | +149.0% | -72.7% | +52.4% |
| 3Y | +200.7% | +560.2% | -359.4% | +120.5% |
| All | +200.7% | +565.9% | -365.2% | +120.5% |
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 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