+166.3%
EAT vs SARO
-22.5%
+188.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.6% |
| 7D | -7.7% | -3.1% | -4.6% | -6.7% |
| 30D | -13.6% | -12.2% | -1.4% | -9.6% |
| 3M | +33.9% | -7.4% | +41.2% | +35.7% |
| 6M | +47.2% | -15.3% | +62.5% | +53.8% |
| YTD | +48.1% | -16.2% | +64.2% | +54.9% |
| 1Y | +33.7% | -12.1% | +45.8% | +36.0% |
| All | +166.3% | -22.5% | +188.8% | +188.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling