+48.9%
CIEN vs SARO
-7.8%
+56.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.9% | -11.2% | -9.6% |
| 7D | -25.0% | +15.8% | -40.8% | -27.4% |
| 30D | -30.1% | +22.2% | -52.3% | -33.4% |
| 3M | -33.8% | -16.2% | -17.6% | -29.3% |
| 6M | -49.4% | +4.6% | -54.0% | -51.4% |
| YTD | +16.4% | -10.4% | +26.8% | +16.8% |
| 1Y | +48.9% | -6.5% | +55.4% | +44.7% |
| All | +48.9% | -7.8% | +56.7% | +44.7% |
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 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