-80.9%
FIG vs SARO
-14.3%
-66.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.2% | -3.1% |
| 7D | -14.5% | +0.6% | -15.1% | -14.5% |
| 30D | -13.3% | -14.5% | +1.2% | -11.4% |
| 3M | +7.4% | -5.3% | +12.7% | +8.4% |
| 6M | -27.8% | -15.3% | -12.5% | -25.0% |
| YTD | -41.1% | -15.6% | -25.6% | -40.3% |
| 1Y | -58.7% | -9.1% | -49.6% | -59.1% |
| All | -80.9% | -14.3% | -66.6% | -81.1% |
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