-4.7%
SEI vs SARO
-6.5%
+1.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.6% | -10.7% | -11.9% |
| 7D | -26.9% | +6.3% | -33.2% | -28.3% |
| 30D | -36.6% | +20.8% | -57.4% | -40.7% |
| 3M | -8.9% | -18.4% | +9.6% | +1.0% |
| 6M | -33.0% | +0.8% | -33.8% | -34.9% |
| YTD | +10.6% | -11.8% | +22.4% | +11.8% |
| 1Y | -4.7% | -7.3% | +2.6% | -8.7% |
| All | -4.7% | -6.5% | +1.9% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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