-49.8%
CAPR vs SARO
-23.7%
-26.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.6% | -2.8% |
| 7D | -10.6% | -4.0% | -6.5% | -8.7% |
| 30D | +111.2% | -16.1% | +127.3% | +130.3% |
| 3M | -67.2% | -4.5% | -62.7% | -68.0% |
| 6M | -75.1% | -17.0% | -58.1% | -73.9% |
| YTD | -71.2% | -17.5% | -53.7% | -70.0% |
| 1Y | +31.1% | -12.3% | +43.4% | +29.8% |
| All | -49.8% | -23.7% | -26.0% | -47.0% |
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 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