+358.3%
DELL vs SARO
-10.7%
+368.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.6% | +10.3% | +11.5% |
| 7D | +8.2% | -3.1% | +11.3% | +9.1% |
| 30D | +17.1% | -12.2% | +29.3% | +20.8% |
| 3M | +45.2% | -7.4% | +52.5% | +47.9% |
| 6M | +286.8% | -15.3% | +302.0% | +299.3% |
| YTD | +354.8% | -16.2% | +371.0% | +351.9% |
| 1Y | +358.3% | -12.1% | +370.4% | +339.7% |
| All | +358.3% | -10.7% | +368.9% | +339.7% |
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 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