+24.0%
D vs SARO
-21.1%
+45.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.7% |
| 7D | +0.8% | +1.1% | -0.3% | +0.7% |
| 30D | -0.7% | -16.2% | +15.4% | +0.5% |
| 3M | +2.1% | -1.3% | +3.4% | +1.9% |
| 6M | +6.8% | -15.2% | +22.1% | +7.7% |
| YTD | +16.5% | -14.7% | +31.2% | +17.3% |
| 1Y | +19.2% | -9.1% | +28.2% | +18.9% |
| All | +24.0% | -21.1% | +45.0% | +23.4% |
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 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