+90.0%
EXPE vs SARO
-23.7%
+113.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +3.9% | +2.4% |
| 7D | -8.7% | -4.0% | -4.6% | -7.3% |
| 30D | -13.6% | -16.1% | +2.5% | -8.0% |
| 3M | +26.6% | -4.5% | +31.2% | +27.7% |
| 6M | +19.9% | -17.0% | +37.0% | +27.0% |
| YTD | -1.7% | -17.5% | +15.8% | +3.8% |
| 1Y | +29.4% | -12.3% | +41.7% | +32.0% |
| All | +90.0% | -23.7% | +113.7% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling