+309.8%
BE vs SARO
-10.7%
+320.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.6% | +5.0% | +5.1% |
| 7D | +9.0% | -3.1% | +12.2% | +12.4% |
| 30D | +16.3% | -12.2% | +28.5% | +31.5% |
| 3M | +10.8% | -7.4% | +18.2% | +19.4% |
| 6M | +73.2% | -15.3% | +88.5% | +101.6% |
| YTD | +217.4% | -16.2% | +233.5% | +247.2% |
| 1Y | +309.8% | -12.1% | +321.9% | +304.1% |
| All | +309.8% | -10.7% | +320.5% | +304.1% |
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 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