+155.8%
STT vs SEI
+1,021.5%
-865.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | -0.8% |
| 7D | +1.0% | +28.2% | -27.3% | -2.5% |
| 30D | +2.8% | +15.5% | -12.7% | +0.5% |
| 3M | +18.1% | -1.4% | +19.5% | +16.8% |
| 6M | +59.2% | +37.4% | +21.8% | +48.9% |
| YTD | +51.5% | +47.8% | +3.6% | +39.2% |
| 1Y | +75.7% | +174.3% | -98.6% | +45.6% |
| 3Y | +200.8% | +598.5% | -397.7% | +96.1% |
| 5Y | +155.8% | +1,026.2% | -870.4% | +35.4% |
| All | +155.8% | +1,021.5% | -865.8% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling