+66.2%
BAC vs SARO
-21.1%
+87.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +1.2% | +1.1% | +0.1% | +0.9% |
| 30D | -0.7% | -16.2% | +15.4% | +4.0% |
| 3M | +16.9% | -1.3% | +18.2% | +16.7% |
| 6M | +29.6% | -15.2% | +44.8% | +34.3% |
| YTD | +15.3% | -14.7% | +29.9% | +18.9% |
| 1Y | +28.8% | -9.1% | +37.9% | +29.7% |
| All | +66.2% | -21.1% | +87.3% | +64.5% |
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