+53.2%
BG vs SARO
-10.7%
+63.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -1.6% |
| 7D | +3.1% | -3.1% | +6.2% | +2.9% |
| 30D | +10.2% | -12.2% | +22.5% | +9.2% |
| 3M | -1.7% | -7.4% | +5.7% | -2.2% |
| 6M | +1.0% | -15.3% | +16.2% | 0.0% |
| YTD | +39.9% | -16.2% | +56.1% | +39.7% |
| 1Y | +53.2% | -12.1% | +65.3% | +53.5% |
| All | +53.2% | -10.7% | +63.9% | +53.5% |
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 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