-9.6%
BABA vs SARO
-7.3%
-2.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.3% |
| 7D | -3.6% | +11.8% | -15.4% | -5.3% |
| 30D | -8.4% | +44.3% | -52.7% | -13.6% |
| 3M | -20.6% | +1.9% | -22.5% | -21.0% |
| 6M | -25.4% | +7.2% | -32.6% | -27.0% |
| YTD | -30.1% | +0.2% | -30.3% | -30.8% |
| 1Y | -36.3% | +5.4% | -41.7% | -37.4% |
| All | -9.6% | -7.3% | -2.3% | -26.6% |
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 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