+31.6%
FDS vs SARO
-7.8%
+39.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.8% |
| 7D | +9.4% | +15.8% | -6.3% | +8.8% |
| 30D | +23.8% | +22.2% | +1.6% | +22.8% |
| 3M | +25.1% | -16.2% | +41.3% | +23.8% |
| 6M | +53.8% | +4.6% | +49.2% | +53.1% |
| YTD | +19.6% | -10.4% | +29.9% | +21.5% |
| 1Y | +31.6% | -6.5% | +38.2% | +35.6% |
| All | +31.6% | -7.8% | +39.4% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling