+55.2%
ET vs SARO
-22.5%
+77.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.1% |
| 7D | +0.2% | -3.1% | +3.3% | +0.7% |
| 30D | +2.9% | -12.2% | +15.1% | +5.0% |
| 3M | +16.8% | -7.4% | +24.2% | +17.4% |
| 6M | +18.9% | -15.3% | +34.1% | +21.4% |
| YTD | +37.7% | -16.2% | +53.9% | +40.3% |
| 1Y | +32.4% | -12.1% | +44.5% | +32.4% |
| All | +55.2% | -22.5% | +77.7% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling