+41.6%
EWZ vs SARO
-20.0%
+61.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +6.5% | -0.8% | +7.3% | +6.7% |
| 30D | +4.8% | -20.0% | +24.8% | +10.3% |
| 3M | +9.9% | -2.9% | +12.8% | +10.1% |
| 6M | +1.9% | -17.7% | +19.6% | +5.7% |
| YTD | +20.3% | -13.5% | +33.8% | +23.1% |
| 1Y | +35.6% | -9.7% | +45.3% | +36.8% |
| All | +41.6% | -20.0% | +61.6% | +40.9% |
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