+35.9%
BROS vs SARO
-22.5%
+58.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.3% |
| 7D | -5.8% | -3.1% | -2.6% | -4.3% |
| 30D | -14.0% | -12.2% | -1.7% | -8.5% |
| 3M | -32.5% | -7.4% | -25.1% | -30.2% |
| 6M | -14.9% | -15.3% | +0.4% | -8.8% |
| YTD | -28.3% | -16.2% | -12.1% | -23.1% |
| 1Y | -34.0% | -12.1% | -21.9% | -31.3% |
| All | +35.9% | -22.5% | +58.4% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling