+20.3%
EXE vs SARO
-22.5%
+42.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.8% | -2.2% |
| 7D | -3.1% | -3.1% | 0.0% | -2.9% |
| 30D | -0.9% | -12.2% | +11.3% | +0.1% |
| 3M | +9.6% | -7.4% | +16.9% | +9.6% |
| 6M | -11.6% | -15.3% | +3.7% | -10.7% |
| YTD | -12.6% | -16.2% | +3.6% | -12.0% |
| 1Y | +1.2% | -12.1% | +13.3% | +0.4% |
| All | +20.3% | -22.5% | +42.8% | +22.9% |
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 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