+174.6%
FIVE vs SARO
-22.5%
+197.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +0.9% |
| 7D | -3.0% | -3.1% | +0.1% | -2.2% |
| 30D | +2.7% | -12.2% | +14.9% | +6.5% |
| 3M | +21.1% | -7.4% | +28.5% | +22.2% |
| 6M | +11.9% | -15.3% | +27.2% | +15.8% |
| YTD | +29.9% | -16.2% | +46.0% | +34.5% |
| 1Y | +67.8% | -12.1% | +79.9% | +70.1% |
| All | +174.6% | -22.5% | +197.1% | +150.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling