+284.7%
ASX vs SARO
-10.5%
+295.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.7% | -2.3% |
| 7D | +12.4% | +0.4% | +12.0% | +12.4% |
| 30D | -19.8% | +40.3% | -60.1% | -29.4% |
| 3M | -10.3% | +2.2% | -12.6% | -10.7% |
| 6M | +1.2% | +3.7% | -2.5% | -0.1% |
| YTD | +123.0% | -3.3% | +126.3% | +124.6% |
| 1Y | +145.4% | +8.4% | +137.0% | +136.9% |
| All | +284.7% | -10.5% | +295.2% | +274.2% |
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 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