+116.4%
CSCO vs SARO
-21.9%
+138.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.4% |
| 7D | 0.0% | +0.6% | -0.7% | -0.1% |
| 30D | -10.7% | -14.5% | +3.8% | -8.7% |
| 3M | -8.7% | -5.3% | -3.4% | -8.2% |
| 6M | +44.9% | -15.3% | +60.2% | +47.9% |
| YTD | +44.1% | -15.6% | +59.7% | +46.8% |
| 1Y | +65.9% | -9.1% | +75.0% | +65.2% |
| All | +116.4% | -21.9% | +138.3% | +109.5% |
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