+10.7%
ECL vs SARO
-22.5%
+33.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.4% |
| 7D | -1.1% | -3.1% | +2.0% | -0.6% |
| 30D | -0.8% | -12.2% | +11.4% | +1.5% |
| 3M | +5.0% | -7.4% | +12.4% | +6.3% |
| 6M | +0.2% | -15.3% | +15.5% | +2.5% |
| YTD | +5.8% | -16.2% | +22.0% | +8.2% |
| 1Y | +1.5% | -12.1% | +13.6% | +2.8% |
| All | +10.7% | -22.5% | +33.2% | +9.8% |
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 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