+81.1%
BTG vs SARO
-22.5%
+103.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | 0.0% |
| 7D | -3.8% | -3.1% | -0.6% | -3.0% |
| 30D | +3.6% | -12.2% | +15.9% | +6.8% |
| 3M | +32.0% | -7.4% | +39.4% | +33.5% |
| 6M | +3.4% | -15.3% | +18.6% | +6.3% |
| YTD | +20.8% | -16.2% | +37.0% | +24.6% |
| 1Y | +22.4% | -12.1% | +34.5% | +24.7% |
| All | +81.1% | -22.5% | +103.5% | +67.9% |
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