+89.4%
BEN vs SARO
-21.9%
+111.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | +3.4% | +0.6% | +2.7% | +3.2% |
| 30D | +1.8% | -14.5% | +16.3% | +6.7% |
| 3M | +8.4% | -5.3% | +13.7% | +9.9% |
| 6M | +35.6% | -15.3% | +50.9% | +41.3% |
| YTD | +46.4% | -15.6% | +61.9% | +52.2% |
| 1Y | +46.3% | -9.1% | +55.4% | +48.0% |
| All | +89.4% | -21.9% | +111.3% | +77.9% |
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