+476.2%
STX vs SEI
+889.7%
-413.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.8% |
| 7D | +14.6% | +10.5% | +4.1% | +12.2% |
| 30D | -26.0% | -8.0% | -17.9% | -24.7% |
| 3M | -42.6% | +6.7% | -49.4% | -44.0% |
| 6M | -35.3% | -17.0% | -18.2% | -33.7% |
| YTD | +92.5% | +39.7% | +52.8% | +79.2% |
| 1Y | +102.4% | +43.2% | +59.2% | +87.5% |
| 3Y | +673.8% | +676.3% | -2.5% | +463.3% |
| All | +476.2% | +889.7% | -413.6% | +300.0% |
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 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