+57.9%
EXEL vs SARO
-7.4%
+65.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +8.4% | -0.8% | +9.2% | +8.6% |
| 30D | +4.1% | -20.0% | +24.1% | +10.1% |
| 3M | +12.4% | -2.9% | +15.3% | +13.1% |
| 6M | +41.5% | -17.7% | +59.2% | +47.0% |
| YTD | +34.6% | -13.5% | +48.1% | +38.1% |
| 1Y | +57.9% | -9.7% | +67.6% | +61.6% |
| All | +57.9% | -7.4% | +65.3% | +61.6% |
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