+66.7%
BAC vs SARO
-23.7%
+90.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.5% |
| 7D | -0.3% | -4.0% | +3.8% | +0.8% |
| 30D | -1.8% | -16.1% | +14.4% | +2.9% |
| 3M | +15.3% | -4.5% | +19.8% | +16.1% |
| 6M | +30.2% | -17.0% | +47.2% | +35.6% |
| YTD | +15.6% | -17.5% | +33.1% | +20.3% |
| 1Y | +27.5% | -12.3% | +39.7% | +29.5% |
| All | +66.7% | -23.7% | +90.4% | +66.4% |
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