+14.4%
FIX vs SARO
-7.8%
+22.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.9% | -17.0% | -15.9% |
| 7D | -18.9% | +15.8% | -34.7% | -24.3% |
| 30D | -36.3% | +22.2% | -58.5% | -42.1% |
| 3M | -38.5% | -16.2% | -22.3% | -32.1% |
| 6M | -42.3% | +4.6% | -46.9% | -45.0% |
| YTD | +17.1% | -10.4% | +27.5% | +20.9% |
| 1Y | +14.4% | -6.5% | +20.9% | +13.0% |
| All | +14.4% | -7.8% | +22.2% | +13.0% |
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 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