-30.5%
BAX vs SARO
-21.9%
-8.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | -5.1% | +0.6% | -5.7% | -5.2% |
| 30D | -12.2% | -14.5% | +2.3% | -9.4% |
| 3M | +21.8% | -5.3% | +27.1% | +22.8% |
| 6M | +36.3% | -15.3% | +51.6% | +39.6% |
| YTD | +27.8% | -15.6% | +43.4% | +30.5% |
| 1Y | -0.1% | -9.1% | +9.0% | +0.1% |
| All | -30.5% | -21.9% | -8.6% | -31.8% |
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