+123.1%
ASML vs SARO
-8.8%
+131.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.4% |
| 7D | +6.0% | +1.1% | +4.9% | +5.5% |
| 30D | +1.4% | -16.2% | +17.5% | +8.6% |
| 3M | +1.0% | -1.3% | +2.3% | +0.5% |
| 6M | +37.0% | -15.2% | +52.2% | +42.9% |
| YTD | +65.8% | -14.7% | +80.4% | +72.2% |
| 1Y | +123.1% | -9.1% | +132.2% | +124.7% |
| All | +123.1% | -8.8% | +131.9% | +124.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling