+345.8%
ASX vs SARO
-21.9%
+367.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.6% | +3.9% |
| 7D | +11.1% | +0.6% | +10.5% | +10.8% |
| 30D | +9.6% | -14.5% | +24.1% | +16.5% |
| 3M | +18.6% | -5.3% | +23.9% | +21.4% |
| 6M | +92.1% | -15.3% | +107.4% | +103.2% |
| YTD | +158.5% | -15.6% | +174.0% | +173.1% |
| 1Y | +271.9% | -9.1% | +281.0% | +281.1% |
| All | +345.8% | -21.9% | +367.7% | +355.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling