+133.8%
C vs SARO
-21.9%
+155.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | +2.6% | +0.6% | +2.0% | +2.3% |
| 30D | +1.9% | -14.5% | +16.4% | +7.9% |
| 3M | +2.8% | -5.3% | +8.1% | +4.6% |
| 6M | +30.6% | -15.3% | +45.8% | +37.3% |
| YTD | +19.9% | -15.6% | +35.4% | +25.9% |
| 1Y | +44.6% | -9.1% | +53.6% | +46.9% |
| All | +133.8% | -21.9% | +155.7% | +126.6% |
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