-1.3%
BDX vs SARO
-22.5%
+21.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -3.2% | -3.1% | -0.1% | -2.8% |
| 30D | -2.5% | -12.2% | +9.7% | -1.0% |
| 3M | +21.4% | -7.4% | +28.8% | +22.2% |
| 6M | +10.4% | -15.3% | +25.7% | +12.2% |
| YTD | +18.8% | -16.2% | +35.0% | +20.6% |
| 1Y | +21.7% | -12.1% | +33.8% | +22.3% |
| All | -1.3% | -22.5% | +21.2% | -1.1% |
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