-0.2%
BBY vs SARO
-22.5%
+22.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.4% | +2.6% |
| 7D | +0.6% | -3.1% | +3.7% | +1.4% |
| 30D | +9.4% | -12.2% | +21.6% | +13.1% |
| 3M | +19.3% | -7.4% | +26.7% | +21.0% |
| 6M | +47.9% | -15.3% | +63.2% | +53.2% |
| YTD | +39.6% | -16.2% | +55.7% | +44.1% |
| 1Y | +22.2% | -12.1% | +34.3% | +23.7% |
| All | -0.2% | -22.5% | +22.2% | -6.3% |
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