+30.2%
EFV vs SARO
-7.4%
+37.6%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +1.5% | -0.8% | +2.3% | +1.6% |
| 30D | +1.7% | -20.0% | +21.7% | +5.7% |
| 3M | +8.6% | -2.9% | +11.5% | +8.6% |
| 6M | +11.7% | -17.7% | +29.3% | +14.0% |
| YTD | +19.3% | -13.5% | +32.8% | +20.9% |
| 1Y | +30.2% | -9.7% | +39.9% | +30.3% |
| All | +30.2% | -7.4% | +37.6% | +30.3% |
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