+2,797.3%
STX vs SEI
+608.3%
+2,189.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.2% | +2.5% | -1.6% |
| 7D | +8.0% | +20.7% | -12.7% | +3.8% |
| 30D | +5.1% | +9.1% | -4.0% | +3.1% |
| 3M | +5.8% | -6.0% | +11.7% | +6.9% |
| 6M | +124.9% | +18.9% | +106.0% | +117.3% |
| YTD | +213.9% | +40.1% | +173.8% | +193.8% |
| 1Y | +350.4% | +120.6% | +229.8% | +291.2% |
| 3Y | +1,314.2% | +562.1% | +752.1% | +866.3% |
| 5Y | +1,092.8% | +954.5% | +138.3% | +614.2% |
| All | +2,797.3% | +608.3% | +2,189.0% | +1,586.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling