+110.8%
EAT vs SARO
-7.8%
+118.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +5.9% |
| 7D | -0.1% | +15.8% | -15.9% | -3.4% |
| 30D | +13.5% | +22.2% | -8.7% | +8.3% |
| 3M | +1.0% | -16.2% | +17.2% | +5.5% |
| 6M | +57.3% | +4.6% | +52.7% | +51.4% |
| YTD | +53.6% | -10.4% | +64.0% | +56.6% |
| 1Y | +110.8% | -6.5% | +117.3% | +116.8% |
| All | +110.8% | -7.8% | +118.6% | +116.8% |
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