+48.4%
BHP vs SARO
-22.5%
+70.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.7% |
| 7D | -3.6% | -3.1% | -0.5% | -2.8% |
| 30D | -1.2% | -12.2% | +11.0% | +2.4% |
| 3M | +1.2% | -7.4% | +8.6% | +3.1% |
| 6M | +21.4% | -15.3% | +36.7% | +25.7% |
| YTD | +50.4% | -16.2% | +66.6% | +55.9% |
| 1Y | +67.5% | -12.1% | +79.6% | +71.1% |
| All | +48.4% | -22.5% | +70.8% | +34.8% |
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