+9.2%
ECL vs SARO
-21.9%
+31.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -2.7% | +0.6% | -3.4% | -2.9% |
| 30D | -4.3% | -14.5% | +10.2% | -1.6% |
| 3M | +3.2% | -5.3% | +8.5% | +4.0% |
| 6M | -2.9% | -15.3% | +12.4% | -0.8% |
| YTD | +4.3% | -15.6% | +19.8% | +6.5% |
| 1Y | +1.6% | -9.1% | +10.7% | +2.3% |
| All | +9.2% | -21.9% | +31.0% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling