+34.9%
ABNB vs SARO
-22.5%
+57.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.1% |
| 7D | -6.5% | -3.1% | -3.4% | -5.7% |
| 30D | -5.5% | -12.2% | +6.7% | -2.4% |
| 3M | +30.0% | -7.4% | +37.4% | +31.5% |
| 6M | +27.6% | -15.3% | +42.9% | +31.6% |
| YTD | +25.4% | -16.2% | +41.6% | +29.4% |
| 1Y | +38.3% | -12.1% | +50.4% | +40.2% |
| All | +34.9% | -22.5% | +57.3% | +26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling