+41.5%
ESI vs SARO
-7.4%
+48.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.6% |
| 7D | +3.3% | -0.8% | +4.1% | +3.7% |
| 30D | -5.9% | -20.0% | +14.1% | +4.0% |
| 3M | -14.1% | -2.9% | -11.2% | -13.6% |
| 6M | +6.6% | -17.7% | +24.2% | +15.0% |
| YTD | +45.0% | -13.5% | +58.5% | +51.1% |
| 1Y | +41.5% | -9.7% | +51.2% | +41.4% |
| All | +41.5% | -7.4% | +48.8% | +41.4% |
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 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