-37.2%
COO vs SARO
-21.1%
-16.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.4% | -2.4% |
| 7D | -2.3% | +1.1% | -3.4% | -2.5% |
| 30D | -8.8% | -16.2% | +7.4% | -5.5% |
| 3M | +1.3% | -1.3% | +2.6% | +1.1% |
| 6M | -11.6% | -15.2% | +3.7% | -9.2% |
| YTD | -17.4% | -14.7% | -2.7% | -15.5% |
| 1Y | -1.6% | -9.1% | +7.5% | -1.0% |
| All | -37.2% | -21.1% | -16.1% | -38.8% |
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 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