+48.9%
EEM vs SARO
-23.7%
+72.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.6% |
| 7D | -0.7% | -4.0% | +3.3% | +0.2% |
| 30D | +2.4% | -16.1% | +18.5% | +6.3% |
| 3M | +4.2% | -4.5% | +8.7% | +5.0% |
| 6M | +14.8% | -17.0% | +31.8% | +18.4% |
| YTD | +23.1% | -17.5% | +40.6% | +27.1% |
| 1Y | +32.5% | -12.3% | +44.8% | +34.9% |
| All | +48.9% | -23.7% | +72.6% | +39.6% |
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