+48.7%
BHP vs SARO
-23.7%
+72.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.4% | -3.0% | -4.6% |
| 7D | -3.7% | -4.0% | +0.3% | -2.6% |
| 30D | -0.8% | -16.1% | +15.3% | +4.1% |
| 3M | +7.6% | -4.5% | +12.1% | +8.7% |
| 6M | +20.8% | -17.0% | +37.8% | +25.9% |
| YTD | +50.8% | -17.5% | +68.3% | +57.0% |
| 1Y | +70.9% | -12.3% | +83.2% | +74.7% |
| All | +48.7% | -23.7% | +72.4% | +35.7% |
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