+31.4%
ESI vs SARO
-22.5%
+53.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | -0.3% |
| 7D | -4.6% | -3.1% | -1.5% | -3.2% |
| 30D | -10.5% | -12.2% | +1.7% | -5.1% |
| 3M | -19.8% | -7.4% | -12.4% | -17.4% |
| 6M | +5.8% | -15.3% | +21.1% | +12.6% |
| YTD | +38.3% | -16.2% | +54.5% | +47.4% |
| 1Y | +31.5% | -12.1% | +43.6% | +36.6% |
| All | +31.4% | -22.5% | +53.9% | +34.3% |
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