-50.5%
FIS vs SARO
-21.1%
-29.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.7% |
| 7D | -3.5% | +1.1% | -4.5% | -3.6% |
| 30D | -7.8% | -16.2% | +8.3% | -5.5% |
| 3M | +0.8% | -1.3% | +2.1% | +0.5% |
| 6M | -21.9% | -15.2% | -6.7% | -20.3% |
| YTD | -39.5% | -14.7% | -24.8% | -38.3% |
| 1Y | -41.0% | -9.1% | -31.9% | -40.6% |
| All | -50.5% | -21.1% | -29.4% | -49.9% |
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