+92.7%
EXPE vs SARO
-22.5%
+115.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.8% |
| 7D | -5.8% | -3.1% | -2.7% | -4.7% |
| 30D | -13.6% | -12.2% | -1.4% | -9.5% |
| 3M | +25.2% | -7.4% | +32.5% | +27.8% |
| 6M | +22.3% | -15.3% | +37.6% | +28.5% |
| YTD | -0.3% | -16.2% | +15.9% | +4.7% |
| 1Y | +27.8% | -12.1% | +39.9% | +30.5% |
| All | +92.7% | -22.5% | +115.1% | +98.5% |
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