+27.7%
ENTG vs SARO
-21.9%
+49.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.0% |
| 7D | +8.9% | +0.6% | +8.3% | +8.5% |
| 30D | -0.8% | -14.5% | +13.7% | +8.6% |
| 3M | +6.6% | -5.3% | +11.9% | +10.0% |
| 6M | +22.1% | -15.3% | +37.4% | +32.9% |
| YTD | +70.2% | -15.6% | +85.7% | +84.4% |
| 1Y | +76.7% | -9.1% | +85.8% | +82.7% |
| All | +27.7% | -21.9% | +49.5% | +22.4% |
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