+25.0%
FLEX vs SARO
-7.8%
+32.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.9% | -14.2% | -13.3% |
| 7D | -17.0% | +15.8% | -32.7% | -23.4% |
| 30D | -33.8% | +22.2% | -56.0% | -41.1% |
| 3M | -39.0% | -16.2% | -22.8% | -31.8% |
| 6M | -15.9% | +4.6% | -20.5% | -19.2% |
| YTD | +27.8% | -10.4% | +38.2% | +27.8% |
| 1Y | +25.0% | -6.5% | +31.5% | +19.6% |
| All | +25.0% | -7.8% | +32.7% | +19.6% |
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 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