+422.1%
SEI vs SARO
-22.5%
+444.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.4% | +4.2% |
| 7D | +22.6% | -3.1% | +25.7% | +24.7% |
| 30D | +9.1% | -12.2% | +21.3% | +17.6% |
| 3M | -11.3% | -7.4% | -4.0% | -8.3% |
| 6M | +22.0% | -15.3% | +37.3% | +31.2% |
| YTD | +47.3% | -16.2% | +63.5% | +58.4% |
| 1Y | +124.8% | -12.1% | +136.9% | +133.7% |
| All | +422.1% | -22.5% | +444.6% | +424.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling