+2,409.6%
BE vs SARO
-21.9%
+2,431.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.0% |
| 7D | +23.9% | +0.6% | +23.3% | +23.3% |
| 30D | +27.8% | -14.5% | +42.4% | +45.0% |
| 3M | +3.7% | -5.3% | +9.0% | +9.1% |
| 6M | +78.0% | -15.3% | +93.2% | +100.7% |
| YTD | +209.9% | -15.6% | +225.5% | +248.1% |
| 1Y | +389.6% | -9.1% | +398.7% | +427.8% |
| All | +2,409.6% | -21.9% | +2,431.5% | +2,498.7% |
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