+13.6%
FE vs SARO
-22.5%
+36.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -1.4% | -3.1% | +1.7% | -1.2% |
| 30D | -1.9% | -12.2% | +10.4% | -1.4% |
| 3M | -0.2% | -7.4% | +7.2% | 0.0% |
| 6M | -7.1% | -15.3% | +8.2% | -6.7% |
| YTD | +6.1% | -16.2% | +22.3% | +6.6% |
| 1Y | +10.1% | -12.1% | +22.2% | +10.3% |
| All | +13.6% | -22.5% | +36.0% | +13.3% |
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