+51.9%
DOW vs SARO
-7.8%
+59.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -2.8% |
| 7D | -4.2% | +15.8% | -19.9% | -1.2% |
| 30D | +14.7% | +22.2% | -7.5% | +19.5% |
| 3M | +9.1% | -16.2% | +25.3% | +4.1% |
| 6M | -17.7% | +4.6% | -22.3% | -17.3% |
| YTD | +44.6% | -10.4% | +55.0% | +41.0% |
| 1Y | +51.9% | -6.5% | +58.4% | +47.2% |
| All | +51.9% | -7.8% | +59.7% | +47.2% |
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