+22.8%
ET vs SARO
-17.8%
+40.6%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | 0.0% |
| 7D | +1.4% | -4.0% | +5.4% | +1.0% |
| 30D | +4.6% | -16.1% | +20.7% | +2.8% |
| 3M | +16.0% | -4.5% | +20.6% | +15.5% |
| 6M | +22.8% | -17.0% | +39.9% | +20.2% |
| All | +22.8% | -17.8% | +40.6% | +20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling