+8.8%
FIVN vs SARO
-22.5%
+31.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +0.9% |
| 7D | -7.8% | -3.1% | -4.7% | -6.9% |
| 30D | -1.7% | -12.2% | +10.5% | +2.1% |
| 3M | +47.2% | -7.4% | +54.6% | +49.7% |
| 6M | +82.7% | -15.3% | +98.0% | +90.6% |
| YTD | +52.9% | -16.2% | +69.1% | +60.4% |
| 1Y | +17.5% | -12.1% | +29.6% | +20.3% |
| All | +8.8% | -22.5% | +31.3% | +5.1% |
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