+30.0%
CAPR vs SARO
-10.7%
+40.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -0.3% |
| 7D | -11.0% | -3.1% | -7.9% | -8.9% |
| 30D | +99.8% | -12.2% | +112.0% | +119.6% |
| 3M | -66.6% | -7.4% | -59.2% | -67.4% |
| 6M | -75.1% | -15.3% | -59.8% | -73.5% |
| YTD | -71.0% | -16.2% | -54.8% | -70.3% |
| 1Y | +30.0% | -12.1% | +42.1% | +8.8% |
| All | +30.0% | -10.7% | +40.6% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling