-1.4%
ADP vs SARO
-21.1%
+19.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.4% |
| 7D | -5.5% | +1.1% | -6.6% | -5.6% |
| 30D | -1.2% | -16.2% | +14.9% | +0.2% |
| 3M | +17.9% | -1.3% | +19.2% | +17.4% |
| 6M | +20.3% | -15.2% | +35.6% | +21.9% |
| YTD | +5.8% | -14.7% | +20.5% | +7.0% |
| 1Y | -7.7% | -9.1% | +1.4% | -8.0% |
| All | -1.4% | -21.1% | +19.7% | -0.6% |
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