+30.8%
ESI vs SARO
-23.7%
+54.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -3.4% |
| 7D | -2.3% | -4.0% | +1.7% | -0.4% |
| 30D | -9.0% | -16.1% | +7.1% | -1.6% |
| 3M | -13.3% | -4.5% | -8.7% | -11.8% |
| 6M | +5.3% | -17.0% | +22.3% | +13.2% |
| YTD | +37.6% | -17.5% | +55.2% | +47.8% |
| 1Y | +33.6% | -12.3% | +45.9% | +38.9% |
| All | +30.8% | -23.7% | +54.5% | +34.7% |
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