-51.9%
FICO vs SARO
-20.0%
-31.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.7% | -17.4% | -16.8% |
| 7D | -19.2% | -0.8% | -18.4% | -19.1% |
| 30D | -14.6% | -20.0% | +5.4% | -10.0% |
| 3M | -20.1% | -2.9% | -17.2% | -20.3% |
| 6M | -36.3% | -17.7% | -18.7% | -33.6% |
| YTD | -44.9% | -13.5% | -31.4% | -43.6% |
| 1Y | -38.6% | -9.7% | -28.9% | -38.4% |
| All | -51.9% | -20.0% | -31.9% | -50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling