+177.0%
FIVE vs SARO
-10.5%
+187.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | +12.7% | +40.3% | -27.7% | +2.0% |
| 3M | +2.1% | +2.2% | -0.2% | +1.0% |
| 6M | +17.5% | +3.7% | +13.8% | +14.2% |
| YTD | +31.0% | -3.3% | +34.3% | +29.9% |
| 1Y | +67.7% | +8.4% | +59.3% | +58.9% |
| All | +177.0% | -10.5% | +187.5% | +142.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling