+25.0%
FITB vs SARO
-10.7%
+35.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -0.3% | -3.1% | +2.8% | +0.4% |
| 30D | -5.7% | -12.2% | +6.6% | -2.8% |
| 3M | +3.2% | -7.4% | +10.5% | +4.8% |
| 6M | +23.4% | -15.3% | +38.7% | +27.3% |
| YTD | +18.8% | -16.2% | +35.0% | +22.4% |
| 1Y | +25.0% | -12.1% | +37.1% | +25.4% |
| All | +25.0% | -10.7% | +35.6% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling