+121.8%
CSCO vs SARO
-22.5%
+144.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.7% | +4.1% |
| 7D | +2.7% | -3.1% | +5.8% | +3.2% |
| 30D | -9.5% | -12.2% | +2.7% | -7.7% |
| 3M | -7.6% | -7.4% | -0.3% | -6.7% |
| 6M | +44.9% | -15.3% | +60.2% | +47.8% |
| YTD | +47.7% | -16.2% | +63.9% | +50.6% |
| 1Y | +69.1% | -12.1% | +81.2% | +69.8% |
| All | +121.8% | -22.5% | +144.2% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling