+93.2%
BWA vs SARO
-22.5%
+115.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +1.1% |
| 7D | -1.3% | -3.1% | +1.8% | -0.7% |
| 30D | -2.9% | -12.2% | +9.3% | -0.3% |
| 3M | -10.7% | -7.4% | -3.4% | -9.5% |
| 6M | +26.5% | -15.3% | +41.7% | +29.5% |
| YTD | +49.1% | -16.2% | +65.3% | +52.0% |
| 1Y | +52.1% | -12.1% | +64.2% | +52.7% |
| All | +93.2% | -22.5% | +115.6% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling