+23.1%
ECL vs SARO
-7.8%
+30.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +3.0% |
| 7D | +7.7% | +15.8% | -8.0% | +4.4% |
| 30D | +13.7% | +22.2% | -8.5% | +8.9% |
| 3M | +11.6% | -16.2% | +27.8% | +15.3% |
| 6M | +23.9% | +4.6% | +19.3% | +21.2% |
| YTD | +21.0% | -10.4% | +31.3% | +21.3% |
| 1Y | +23.1% | -6.5% | +29.6% | +22.4% |
| All | +23.1% | -7.8% | +30.9% | +22.4% |
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