+174.5%
CIEN vs SARO
-7.4%
+181.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -15.2% | -0.8% | -14.4% | -15.0% |
| 30D | -21.5% | -20.0% | -1.5% | -15.4% |
| 3M | -40.1% | -2.9% | -37.2% | -40.0% |
| 6M | -6.6% | -17.7% | +11.1% | +0.2% |
| YTD | +37.3% | -13.5% | +50.7% | +40.1% |
| 1Y | +174.5% | -9.7% | +184.3% | +169.1% |
| All | +174.5% | -7.4% | +181.9% | +169.1% |
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