-71.7%
FISV vs SARO
-22.5%
-49.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +5.1% |
| 7D | -2.7% | -3.1% | +0.4% | -2.1% |
| 30D | 0.0% | -12.2% | +12.3% | +2.5% |
| 3M | -2.8% | -7.4% | +4.6% | -1.7% |
| 6M | -11.8% | -15.3% | +3.4% | -9.5% |
| YTD | -23.2% | -16.2% | -7.0% | -21.2% |
| 1Y | -62.0% | -12.1% | -49.9% | -61.6% |
| All | -71.7% | -22.5% | -49.3% | -71.3% |
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