+2,469.9%
BE vs SARO
-22.5%
+2,492.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.6% | +5.0% | +5.3% |
| 7D | +9.0% | -3.1% | +12.2% | +12.0% |
| 30D | +16.3% | -12.2% | +28.5% | +29.6% |
| 3M | +10.8% | -7.4% | +18.2% | +18.5% |
| 6M | +73.2% | -15.3% | +88.5% | +95.3% |
| YTD | +217.4% | -16.2% | +233.5% | +259.0% |
| 1Y | +309.8% | -12.1% | +321.9% | +352.7% |
| All | +2,469.9% | -22.5% | +2,492.3% | +2,580.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling