-6.8%
ALK vs SARO
-22.5%
+15.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.6% |
| 7D | -2.1% | -3.1% | +1.0% | -0.1% |
| 30D | -13.1% | -12.2% | -0.9% | -5.7% |
| 3M | -11.8% | -7.4% | -4.4% | -7.6% |
| 6M | -0.4% | -15.3% | +14.9% | +9.7% |
| YTD | -18.2% | -16.2% | -2.0% | -9.5% |
| 1Y | -35.5% | -12.1% | -23.4% | -30.9% |
| All | -6.8% | -22.5% | +15.6% | -5.5% |
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