+39.9%
ELV vs SARO
-7.8%
+47.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.9% |
| 7D | +4.8% | +15.8% | -11.0% | +4.3% |
| 30D | +10.1% | +22.2% | -12.1% | +9.4% |
| 3M | +15.4% | -16.2% | +31.6% | +16.5% |
| 6M | +17.7% | +4.6% | +13.1% | +17.9% |
| YTD | +25.7% | -10.4% | +36.0% | +23.0% |
| 1Y | +39.9% | -6.5% | +46.4% | +36.9% |
| All | +39.9% | -7.8% | +47.6% | +36.9% |
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