+53.3%
EXPD vs SARO
-21.9%
+75.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +1.2% | +0.6% | +0.5% | +1.1% |
| 30D | +5.2% | -14.5% | +19.7% | +6.9% |
| 3M | +13.2% | -5.3% | +18.5% | +13.6% |
| 6M | +30.3% | -15.3% | +45.6% | +32.2% |
| YTD | +27.0% | -15.6% | +42.6% | +28.6% |
| 1Y | +57.3% | -9.1% | +66.4% | +56.5% |
| All | +53.3% | -21.9% | +75.2% | +46.0% |
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