+34.7%
ALLE vs SARO
-10.5%
+45.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +3.6% | +0.4% | +3.2% | +3.4% |
| 30D | +25.9% | +40.3% | -14.4% | +16.5% |
| 3M | +15.8% | +2.2% | +13.5% | +14.5% |
| 6M | +48.1% | +3.7% | +44.4% | +45.7% |
| YTD | +22.0% | -3.3% | +25.3% | +21.1% |
| 1Y | +18.0% | +8.4% | +9.6% | +14.8% |
| All | +34.7% | -10.5% | +45.2% | +30.9% |
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