+84.5%
ASML vs SARO
-8.1%
+92.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | -2.9% | +12.9% | -15.8% | -6.6% |
| 30D | -15.2% | +41.2% | -56.4% | -24.5% |
| 3M | -12.9% | +0.6% | -13.5% | -13.1% |
| 6M | -5.0% | +13.3% | -18.4% | -10.2% |
| YTD | +41.8% | -0.7% | +42.5% | +40.2% |
| 1Y | +46.0% | +3.4% | +42.6% | +42.3% |
| All | +84.5% | -8.1% | +92.6% | +53.9% |
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