+24.2%
BUD vs SARO
-21.1%
+45.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | +0.8% | +1.1% | -0.3% | +0.7% |
| 30D | -4.8% | -16.2% | +11.4% | -3.7% |
| 3M | +1.4% | -1.3% | +2.7% | +1.1% |
| 6M | +9.9% | -15.2% | +25.1% | +10.2% |
| YTD | +26.3% | -14.7% | +41.0% | +26.8% |
| 1Y | +36.1% | -9.1% | +45.2% | +36.1% |
| All | +24.2% | -21.1% | +45.3% | +18.3% |
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