+256.3%
ASX vs SARO
-11.3%
+267.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.2% |
| 7D | +6.5% | -4.0% | +10.5% | +8.4% |
| 30D | +3.1% | -16.1% | +19.3% | +11.2% |
| 3M | +17.4% | -4.5% | +21.9% | +20.5% |
| 6M | +85.4% | -17.0% | +102.5% | +98.8% |
| YTD | +150.1% | -17.5% | +167.6% | +167.6% |
| 1Y | +256.3% | -12.3% | +268.6% | +267.3% |
| All | +256.3% | -11.3% | +267.6% | +267.3% |
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