+14.0%
EXC vs SARO
-23.7%
+37.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | -0.7% |
| 7D | -1.6% | -4.0% | +2.4% | -1.5% |
| 30D | -2.4% | -16.1% | +13.8% | -2.0% |
| 3M | -4.0% | -4.5% | +0.6% | -3.9% |
| 6M | -9.8% | -17.0% | +7.3% | -9.5% |
| YTD | +2.3% | -17.5% | +19.8% | +2.5% |
| 1Y | +3.8% | -12.3% | +16.1% | +3.9% |
| All | +14.0% | -23.7% | +37.7% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling