+7.3%
FIVN vs SARO
-23.7%
+31.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.3% |
| 7D | -11.3% | -4.0% | -7.3% | -10.2% |
| 30D | -7.3% | -16.1% | +8.8% | -2.3% |
| 3M | +41.7% | -4.5% | +46.2% | +42.5% |
| 6M | +78.3% | -17.0% | +95.3% | +87.3% |
| YTD | +50.9% | -17.5% | +68.4% | +59.1% |
| 1Y | +19.7% | -12.3% | +31.9% | +22.4% |
| All | +7.3% | -23.7% | +31.1% | +4.2% |
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