+1,077.4%
STX vs SEI
+1,021.5%
+55.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.8% | -7.8% | -3.3% |
| 7D | +9.6% | +28.2% | -18.7% | +3.8% |
| 30D | +10.6% | +15.5% | -4.9% | +7.1% |
| 3M | +4.8% | -1.4% | +6.2% | +4.8% |
| 6M | +137.3% | +37.4% | +99.8% | +123.4% |
| YTD | +222.5% | +47.8% | +174.7% | +199.4% |
| 1Y | +366.2% | +174.3% | +191.9% | +296.9% |
| 3Y | +1,352.9% | +598.5% | +754.4% | +971.5% |
| 5Y | +1,077.4% | +1,026.2% | +51.2% | +681.5% |
| All | +1,077.4% | +1,021.5% | +55.9% | +681.5% |
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 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