+116.7%
EXEL vs SARO
-23.7%
+140.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.8% | -1.0% |
| 7D | -2.9% | -4.0% | +1.1% | -1.9% |
| 30D | +11.9% | -16.1% | +28.0% | +16.6% |
| 3M | +9.2% | -4.5% | +13.7% | +10.2% |
| 6M | +39.1% | -17.0% | +56.1% | +44.3% |
| YTD | +31.0% | -17.5% | +48.6% | +35.9% |
| 1Y | +52.3% | -12.3% | +64.6% | +55.7% |
| All | +116.7% | -23.7% | +140.4% | +128.8% |
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 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