+26.7%
D vs SARO
-10.5%
+37.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -1.4% | +0.4% | -1.7% | -1.4% |
| 30D | +7.7% | +40.3% | -32.6% | +5.0% |
| 3M | -0.3% | +2.2% | -2.5% | -0.6% |
| 6M | +10.1% | +3.7% | +6.4% | +9.2% |
| YTD | +19.1% | -3.3% | +22.4% | +18.5% |
| 1Y | +15.9% | +8.4% | +7.5% | +14.0% |
| All | +26.7% | -10.5% | +37.2% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling