+29.6%
F vs SARO
-10.5%
+40.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | 0.0% | +40.3% | -40.3% | -9.6% |
| 3M | -13.2% | +2.2% | -15.5% | -14.2% |
| 6M | -10.2% | +3.7% | -13.9% | -12.0% |
| YTD | -4.9% | -3.3% | -1.6% | -5.5% |
| 1Y | -6.1% | +8.4% | -14.5% | -9.3% |
| All | +29.6% | -10.5% | +40.1% | +24.3% |
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