+412.0%
CIEN vs SARO
-21.9%
+433.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.5% |
| 7D | -4.6% | +0.6% | -5.2% | -5.0% |
| 30D | -12.8% | -14.5% | +1.7% | -6.9% |
| 3M | -23.1% | -5.3% | -17.7% | -22.1% |
| 6M | +6.1% | -15.3% | +21.4% | +11.8% |
| YTD | +44.5% | -15.6% | +60.1% | +51.7% |
| 1Y | +176.6% | -9.1% | +185.7% | +178.0% |
| All | +412.0% | -21.9% | +433.8% | +403.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling