+90.7%
EQNR vs SARO
-22.5%
+113.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.5% |
| 7D | +6.4% | -3.1% | +9.5% | +6.1% |
| 30D | +10.4% | -12.2% | +22.6% | +9.0% |
| 3M | +23.1% | -7.4% | +30.4% | +21.7% |
| 6M | +36.3% | -15.3% | +51.6% | +35.5% |
| YTD | +96.0% | -16.2% | +112.1% | +94.8% |
| 1Y | +94.2% | -12.1% | +106.3% | +92.3% |
| All | +90.7% | -22.5% | +113.2% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling