+2.1%
EWZ vs SARO
+5.2%
-3.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | -24.4% | +40.3% | -64.7% | -28.4% |
| 3M | -4.6% | +2.2% | -6.8% | -3.0% |
| 6M | -11.6% | +3.7% | -15.3% | -11.3% |
| YTD | +2.4% | -3.3% | +5.7% | +3.7% |
| 1Y | +2.1% | +8.4% | -6.3% | -1.2% |
| All | +2.1% | +5.2% | -3.1% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling