+1.3%
ESTC vs SARO
-7.8%
+9.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.1% |
| 7D | -15.9% | +15.8% | -31.6% | -17.5% |
| 30D | -5.5% | +22.2% | -27.7% | -8.4% |
| 3M | +26.2% | -16.2% | +42.4% | +29.4% |
| 6M | +77.0% | +4.6% | +72.4% | +69.9% |
| YTD | +18.9% | -10.4% | +29.2% | +24.6% |
| 1Y | +1.3% | -6.5% | +7.8% | +4.3% |
| All | +1.3% | -7.8% | +9.1% | +4.3% |
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 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