-40.9%
FDS vs SARO
-23.7%
-17.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.4% | -3.5% | -5.6% |
| 7D | -16.0% | -4.0% | -12.0% | -15.6% |
| 30D | -6.7% | -16.1% | +9.4% | -5.2% |
| 3M | +6.0% | -4.5% | +10.5% | +6.3% |
| 6M | +25.1% | -17.0% | +42.1% | +27.4% |
| YTD | -8.1% | -17.5% | +9.4% | -6.4% |
| 1Y | -26.0% | -12.3% | -13.7% | -25.5% |
| All | -40.9% | -23.7% | -17.2% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling