+67.5%
ETR vs SARO
-22.5%
+89.9%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -1.8% | -3.1% | +1.3% | -1.5% |
| 30D | -1.8% | -12.2% | +10.5% | -0.3% |
| 3M | -3.6% | -7.4% | +3.8% | -2.9% |
| 6M | +2.6% | -15.3% | +17.9% | +4.2% |
| YTD | +16.0% | -16.2% | +32.2% | +17.7% |
| 1Y | +20.1% | -12.1% | +32.2% | +20.6% |
| All | +67.5% | -22.5% | +89.9% | +69.8% |
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