-3.9%
ELF vs SARO
-7.8%
+3.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.3% |
| 7D | -1.5% | +15.8% | -17.3% | -6.2% |
| 30D | +9.5% | +22.2% | -12.7% | +2.1% |
| 3M | +29.4% | -16.2% | +45.6% | +38.0% |
| 6M | +83.7% | +4.6% | +79.1% | +73.8% |
| YTD | +49.4% | -10.4% | +59.8% | +54.6% |
| 1Y | -3.9% | -6.5% | +2.6% | -4.6% |
| All | -3.9% | -7.8% | +3.8% | -4.6% |
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 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