+86.8%
BEN vs SARO
-22.5%
+109.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.5% |
| 7D | -3.1% | -3.1% | 0.0% | -2.2% |
| 30D | +0.2% | -12.2% | +12.4% | +4.1% |
| 3M | +6.8% | -7.4% | +14.2% | +9.1% |
| 6M | +38.1% | -15.3% | +53.4% | +43.8% |
| YTD | +44.3% | -16.2% | +60.5% | +50.4% |
| 1Y | +42.6% | -12.1% | +54.7% | +45.8% |
| All | +86.8% | -22.5% | +109.2% | +75.8% |
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