-41.6%
FDS vs SARO
-22.5%
-19.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.4% |
| 7D | -14.0% | -3.1% | -10.9% | -13.7% |
| 30D | -6.2% | -12.2% | +6.0% | -5.1% |
| 3M | +10.2% | -7.4% | +17.5% | +10.9% |
| 6M | +27.4% | -15.3% | +42.7% | +29.5% |
| YTD | -9.3% | -16.2% | +6.9% | -7.7% |
| 1Y | -28.6% | -12.1% | -16.5% | -28.1% |
| All | -41.6% | -22.5% | -19.1% | -41.0% |
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