+327.8%
FIX vs SARO
-22.5%
+350.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.6% | +5.3% |
| 7D | +5.0% | -3.1% | +8.1% | +6.9% |
| 30D | -2.7% | -12.2% | +9.5% | +4.8% |
| 3M | -8.2% | -7.4% | -0.9% | -4.7% |
| 6M | +20.3% | -15.3% | +35.5% | +30.1% |
| YTD | +81.4% | -16.2% | +97.6% | +97.2% |
| 1Y | +121.5% | -12.1% | +133.6% | +133.0% |
| All | +327.8% | -22.5% | +350.3% | +373.9% |
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