+67.8%
B vs SARO
-7.4%
+75.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | +9.4% | -20.0% | +29.4% | +19.9% |
| 3M | +5.0% | -2.9% | +7.9% | +4.9% |
| 6M | -3.5% | -17.7% | +14.1% | +1.3% |
| YTD | +4.5% | -13.5% | +18.0% | +8.3% |
| 1Y | +67.8% | -9.7% | +77.5% | +70.6% |
| All | +67.8% | -7.4% | +75.2% | +70.6% |
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