+124.8%
B vs SARO
-23.7%
+148.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.2% | -1.9% |
| 7D | -5.0% | -4.0% | -1.0% | -3.9% |
| 30D | +8.7% | -16.1% | +24.8% | +14.0% |
| 3M | +17.3% | -4.5% | +21.8% | +18.3% |
| 6M | -5.0% | -17.0% | +12.0% | -1.4% |
| YTD | +1.4% | -17.5% | +19.0% | +5.6% |
| 1Y | +50.5% | -12.3% | +62.8% | +54.8% |
| All | +124.8% | -23.7% | +148.5% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling