+38.9%
ACWI vs SARO
-22.5%
+61.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | -1.0% | -3.1% | +2.1% | -0.3% |
| 30D | -0.9% | -12.2% | +11.4% | +2.0% |
| 3M | +3.5% | -7.4% | +10.9% | +4.9% |
| 6M | +12.8% | -15.3% | +28.1% | +16.1% |
| YTD | +14.0% | -16.2% | +30.2% | +17.3% |
| 1Y | +19.2% | -12.1% | +31.3% | +20.8% |
| All | +38.9% | -22.5% | +61.4% | +34.8% |
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