+112.5%
CSCO vs SARO
-23.7%
+136.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -1.5% |
| 7D | -1.1% | -4.0% | +2.9% | -0.5% |
| 30D | -10.8% | -16.1% | +5.3% | -8.5% |
| 3M | -9.2% | -4.5% | -4.7% | -8.8% |
| 6M | +39.5% | -17.0% | +56.6% | +42.9% |
| YTD | +41.5% | -17.5% | +59.1% | +44.7% |
| 1Y | +61.0% | -12.3% | +73.2% | +61.4% |
| All | +112.5% | -23.7% | +136.2% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling