-24.8%
FIS vs SARO
-15.0%
-9.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.3% |
| 7D | -9.1% | +0.6% | -9.7% | -9.1% |
| 30D | -10.4% | -14.5% | +4.1% | -9.4% |
| 3M | -3.7% | -5.3% | +1.6% | -3.8% |
| 6M | -24.8% | -15.3% | -9.5% | -25.0% |
| All | -24.8% | -15.0% | -9.7% | -25.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling