+32.8%
ETN vs SARO
-22.5%
+55.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.3% | +3.3% |
| 7D | +3.5% | -3.1% | +6.6% | +4.9% |
| 30D | -7.5% | -12.2% | +4.7% | -2.6% |
| 3M | +8.3% | -7.4% | +15.7% | +11.7% |
| 6M | +20.2% | -15.3% | +35.4% | +27.1% |
| YTD | +34.7% | -16.2% | +50.8% | +42.1% |
| 1Y | +19.4% | -12.1% | +31.6% | +22.9% |
| All | +32.8% | -22.5% | +55.3% | +37.2% |
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