+135.5%
C vs SARO
-22.5%
+158.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.4% |
| 7D | +0.8% | -3.1% | +3.9% | +2.0% |
| 30D | +0.9% | -12.2% | +13.1% | +5.8% |
| 3M | +1.1% | -7.4% | +8.4% | +3.6% |
| 6M | +28.4% | -15.3% | +43.6% | +34.9% |
| YTD | +20.8% | -16.2% | +36.9% | +27.2% |
| 1Y | +43.4% | -12.1% | +55.6% | +47.7% |
| All | +135.5% | -22.5% | +158.0% | +128.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling