+55.3%
BE vs SARO
-7.8%
+63.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.3% | -7.6% |
| 7D | -12.1% | +15.8% | -27.9% | -21.4% |
| 30D | -30.1% | +22.2% | -52.3% | -40.2% |
| 3M | -12.1% | -16.2% | +4.1% | +1.8% |
| 6M | -30.6% | +4.6% | -35.2% | -34.1% |
| YTD | +130.6% | -10.4% | +141.0% | +127.3% |
| 1Y | +55.3% | -6.5% | +61.8% | +41.0% |
| All | +55.3% | -7.8% | +63.1% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling