+34.5%
BROS vs SARO
-23.7%
+58.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -2.3% |
| 7D | -6.1% | -4.0% | -2.0% | -4.2% |
| 30D | -12.4% | -16.1% | +3.8% | -4.8% |
| 3M | -27.9% | -4.5% | -23.4% | -26.5% |
| 6M | -16.8% | -17.0% | +0.2% | -9.9% |
| YTD | -29.0% | -17.5% | -11.5% | -23.3% |
| 1Y | -33.2% | -12.3% | -20.9% | -30.5% |
| All | +34.5% | -23.7% | +58.2% | +33.8% |
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 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