+123.8%
STX vs SEI
+18.6%
+105.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -16.9% | +8.8% | -0.9% |
| 7D | -20.2% | -16.4% | -3.8% | -14.2% |
| 30D | -37.2% | -22.9% | -14.3% | -31.0% |
| 3M | -34.1% | -0.3% | -33.8% | -36.7% |
| 6M | -24.5% | -22.3% | -2.1% | -18.8% |
| YTD | +102.9% | +26.2% | +76.8% | +73.7% |
| 1Y | +123.8% | +8.2% | +115.6% | +103.4% |
| All | +123.8% | +18.6% | +105.2% | +103.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling