+9.1%
ESTC vs SARO
-23.7%
+32.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -2.9% |
| 7D | -13.2% | -4.0% | -9.1% | -12.1% |
| 30D | +9.3% | -16.1% | +25.5% | +15.0% |
| 3M | +37.3% | -4.5% | +41.9% | +37.1% |
| 6M | +61.0% | -17.0% | +78.0% | +67.9% |
| YTD | +10.7% | -17.5% | +28.2% | +16.1% |
| 1Y | -7.2% | -12.3% | +5.1% | -5.2% |
| All | +9.1% | -23.7% | +32.8% | +4.2% |
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 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