+308.7%
FIX vs SARO
-21.9%
+330.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.4% |
| 7D | +3.5% | +0.6% | +2.9% | +3.1% |
| 30D | -3.5% | -14.5% | +11.0% | +5.4% |
| 3M | -11.8% | -5.3% | -6.5% | -9.5% |
| 6M | +17.8% | -15.3% | +33.1% | +27.5% |
| YTD | +73.3% | -15.6% | +88.9% | +87.5% |
| 1Y | +128.1% | -9.1% | +137.2% | +135.0% |
| All | +308.7% | -21.9% | +330.5% | +350.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling