+15.6%
ESTC vs SARO
-21.1%
+36.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.3% |
| 7D | -4.3% | +1.1% | -5.4% | -4.6% |
| 30D | +17.7% | -16.2% | +33.9% | +23.7% |
| 3M | +42.3% | -1.3% | +43.6% | +40.5% |
| 6M | +64.6% | -15.2% | +79.8% | +70.8% |
| YTD | +17.2% | -14.7% | +31.9% | +21.7% |
| 1Y | -4.2% | -9.1% | +4.9% | -3.3% |
| All | +15.6% | -21.1% | +36.7% | +9.2% |
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 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