+36.6%
FFIV vs SARO
-7.8%
+44.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | -9.8% | +15.8% | -25.6% | -10.8% |
| 30D | -28.1% | +22.2% | -50.3% | -29.2% |
| 3M | -20.0% | -16.2% | -3.8% | -18.8% |
| 6M | -0.1% | +4.6% | -4.7% | -0.5% |
| YTD | +29.2% | -10.4% | +39.5% | +27.7% |
| 1Y | +36.6% | -6.5% | +43.1% | +34.0% |
| All | +36.6% | -7.8% | +44.4% | +34.0% |
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 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