+146.5%
ASX vs SARO
-7.8%
+154.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.9% | -5.8% | -4.6% |
| 7D | -14.6% | +15.8% | -30.4% | -19.2% |
| 30D | -21.1% | +22.2% | -43.3% | -26.9% |
| 3M | -3.1% | -16.2% | +13.1% | +6.1% |
| 6M | +17.4% | +4.6% | +12.8% | +15.4% |
| YTD | +135.3% | -10.4% | +145.7% | +144.2% |
| 1Y | +146.5% | -6.5% | +153.0% | +150.9% |
| All | +146.5% | -7.8% | +154.3% | +150.9% |
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 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