-51.8%
FICO vs SARO
-21.1%
-30.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | -15.4% | +1.1% | -16.5% | -15.7% |
| 30D | -10.4% | -16.2% | +5.8% | -6.7% |
| 3M | -22.7% | -1.3% | -21.4% | -23.3% |
| 6M | -36.8% | -15.2% | -21.5% | -34.7% |
| YTD | -44.8% | -14.7% | -30.1% | -43.4% |
| 1Y | -39.3% | -9.1% | -30.3% | -39.4% |
| All | -51.8% | -21.1% | -30.8% | -50.6% |
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 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