+8.4%
ESTC vs SARO
-7.4%
+15.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.6% |
| 7D | -8.1% | -0.8% | -7.3% | -8.0% |
| 30D | +31.7% | -20.0% | +51.7% | +36.0% |
| 3M | +41.1% | -2.9% | +43.9% | +39.5% |
| 6M | +77.1% | -17.7% | +94.7% | +85.2% |
| YTD | +21.7% | -13.5% | +35.2% | +27.1% |
| 1Y | +8.4% | -9.7% | +18.1% | +13.2% |
| All | +8.4% | -7.4% | +15.8% | +13.2% |
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