+327.1%
ASX vs SARO
-22.5%
+349.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.6% |
| 7D | +5.2% | -3.1% | +8.3% | +6.5% |
| 30D | +0.5% | -12.2% | +12.7% | +5.7% |
| 3M | +8.3% | -7.4% | +15.7% | +11.8% |
| 6M | +82.0% | -15.3% | +97.3% | +92.5% |
| YTD | +147.6% | -16.2% | +163.8% | +162.4% |
| 1Y | +258.8% | -12.1% | +270.9% | +272.4% |
| All | +327.1% | -22.5% | +349.5% | +337.2% |
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