+169.1%
EAT vs SARO
-23.7%
+192.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.6% |
| 7D | -6.2% | -4.0% | -2.2% | -4.8% |
| 30D | -3.0% | -16.1% | +13.1% | +3.1% |
| 3M | +45.6% | -4.5% | +50.2% | +45.7% |
| 6M | +53.5% | -17.0% | +70.6% | +61.7% |
| YTD | +49.6% | -17.5% | +67.1% | +57.4% |
| 1Y | +38.9% | -12.3% | +51.2% | +41.2% |
| All | +169.1% | -23.7% | +192.8% | +193.0% |
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 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