+44.2%
FAST vs SARO
-22.5%
+66.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | -0.6% | -3.1% | +2.5% | -0.1% |
| 30D | -5.6% | -12.2% | +6.7% | -3.6% |
| 3M | +6.9% | -7.4% | +14.3% | +8.0% |
| 6M | +7.0% | -15.3% | +22.3% | +9.3% |
| YTD | +24.9% | -16.2% | +41.1% | +27.5% |
| 1Y | +6.5% | -12.1% | +18.6% | +7.6% |
| All | +44.2% | -22.5% | +66.6% | +38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling