-38.8%
DOW vs SARO
-23.7%
-15.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.1% |
| 7D | -2.4% | -4.0% | +1.6% | -1.9% |
| 30D | -4.1% | -16.1% | +12.1% | -2.1% |
| 3M | -12.4% | -4.5% | -7.9% | -13.2% |
| 6M | -10.6% | -17.0% | +6.4% | -9.3% |
| YTD | +31.1% | -17.5% | +48.6% | +32.3% |
| 1Y | +30.5% | -12.3% | +42.8% | +28.6% |
| All | -38.8% | -23.7% | -15.1% | -45.0% |
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