+54.9%
BP vs SARO
-21.1%
+75.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.4% |
| 7D | +0.9% | +1.1% | -0.2% | +0.9% |
| 30D | +9.1% | -16.2% | +25.3% | +9.3% |
| 3M | +3.9% | -1.3% | +5.2% | +3.0% |
| 6M | +13.6% | -15.2% | +28.9% | +14.1% |
| YTD | +34.0% | -14.7% | +48.7% | +34.1% |
| 1Y | +39.2% | -9.1% | +48.2% | +37.5% |
| All | +54.9% | -21.1% | +75.9% | +43.9% |
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