+143.3%
DELL vs SARO
-7.8%
+151.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.9% | -10.7% | -9.0% |
| 7D | -24.6% | +15.8% | -40.4% | -26.2% |
| 30D | -32.5% | +22.2% | -54.7% | -34.5% |
| 3M | -20.2% | -16.2% | -4.0% | -16.6% |
| 6M | +76.5% | +4.6% | +71.9% | +79.7% |
| YTD | +198.9% | -10.4% | +209.3% | +188.0% |
| 1Y | +143.3% | -6.5% | +149.8% | +127.5% |
| All | +143.3% | -7.8% | +151.1% | +127.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling