+135.0%
C vs SARO
-23.7%
+158.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.4% |
| 7D | +0.3% | -4.0% | +4.3% | +1.8% |
| 30D | +2.0% | -16.1% | +18.1% | +8.8% |
| 3M | +4.4% | -4.5% | +8.9% | +5.8% |
| 6M | +28.3% | -17.0% | +45.4% | +36.0% |
| YTD | +20.5% | -17.5% | +38.0% | +27.7% |
| 1Y | +45.5% | -12.3% | +57.8% | +49.9% |
| All | +135.0% | -23.7% | +158.7% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling