+42.6%
FAST vs SARO
-21.9%
+64.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +1.8% | +0.6% | +1.2% | +1.7% |
| 30D | -6.4% | -14.5% | +8.1% | -4.1% |
| 3M | +5.3% | -5.3% | +10.6% | +6.1% |
| 6M | +5.4% | -15.3% | +20.7% | +7.6% |
| YTD | +23.6% | -15.6% | +39.1% | +26.0% |
| 1Y | +4.1% | -9.1% | +13.2% | +4.5% |
| All | +42.6% | -21.9% | +64.5% | +36.9% |
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 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