+330.6%
ASX vs SARO
-21.1%
+351.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.4% | +6.6% |
| 7D | +6.3% | +1.1% | +5.2% | +5.8% |
| 30D | +6.4% | -16.2% | +22.6% | +14.0% |
| 3M | +13.1% | -1.3% | +14.4% | +14.0% |
| 6M | +90.3% | -15.2% | +105.5% | +101.1% |
| YTD | +149.6% | -14.7% | +164.3% | +162.7% |
| 1Y | +249.2% | -9.1% | +258.2% | +257.8% |
| All | +330.6% | -21.1% | +351.6% | +337.7% |
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