-40.1%
DOW vs SARO
-22.5%
-17.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.2% |
| 7D | -1.4% | -3.1% | +1.7% | -1.1% |
| 30D | -3.9% | -12.2% | +8.3% | -2.5% |
| 3M | -12.7% | -7.4% | -5.3% | -12.9% |
| 6M | -13.7% | -15.3% | +1.6% | -12.7% |
| YTD | +28.4% | -16.2% | +44.6% | +29.4% |
| 1Y | +21.8% | -12.1% | +33.9% | +20.3% |
| All | -40.1% | -22.5% | -17.6% | -46.2% |
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 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