+18.1%
ES vs SARO
-10.5%
+28.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | +2.7% | +0.4% | +2.3% | +2.7% |
| 30D | +7.6% | +40.3% | -32.7% | +4.9% |
| 3M | +0.5% | +2.2% | -1.8% | +0.3% |
| 6M | +7.6% | +3.7% | +3.9% | +6.9% |
| YTD | +10.2% | -3.3% | +13.5% | +9.8% |
| 1Y | +1.8% | +8.4% | -6.6% | +0.6% |
| All | +18.1% | -10.5% | +28.6% | +13.8% |
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