-51.6%
FIS vs SARO
-23.7%
-27.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.5% | +1.5% |
| 7D | -8.9% | -4.0% | -4.9% | -8.3% |
| 30D | -9.9% | -16.1% | +6.2% | -7.6% |
| 3M | 0.0% | -4.5% | +4.5% | +0.1% |
| 6M | -22.9% | -17.0% | -5.9% | -21.1% |
| YTD | -40.9% | -17.5% | -23.3% | -39.4% |
| 1Y | -40.4% | -12.3% | -28.2% | -39.7% |
| All | -51.6% | -23.7% | -27.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling