+119.5%
ELF vs SARO
+3.9%
+115.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.8% |
| 7D | +1.6% | +0.4% | +1.2% | +1.6% |
| 30D | +9.1% | +40.3% | -31.2% | +3.4% |
| 3M | +28.2% | +2.2% | +25.9% | +27.3% |
| 6M | +119.5% | +3.7% | +115.8% | +117.8% |
| All | +119.5% | +3.9% | +115.6% | +117.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling