+181.7%
FIX vs SARO
-10.5%
+192.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | +9.4% | +0.4% | +9.1% | +9.4% |
| 30D | -27.8% | +40.3% | -68.1% | -40.4% |
| 3M | -35.6% | +2.2% | -37.8% | -36.2% |
| 6M | -45.2% | +3.7% | -48.9% | -47.1% |
| YTD | +19.5% | -3.3% | +22.8% | +19.9% |
| 1Y | +24.2% | +8.4% | +15.8% | +15.9% |
| All | +181.7% | -10.5% | +192.3% | +188.2% |
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 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