+254.4%
FLEX vs SARO
-22.5%
+276.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.5% | +6.3% |
| 7D | +5.7% | -3.1% | +8.8% | +7.7% |
| 30D | -7.0% | -12.2% | +5.2% | +0.1% |
| 3M | -23.8% | -7.4% | -16.5% | -20.7% |
| 6M | +82.6% | -15.3% | +97.9% | +96.6% |
| YTD | +91.6% | -16.2% | +107.8% | +106.5% |
| 1Y | +100.6% | -12.1% | +112.7% | +109.7% |
| All | +254.4% | -22.5% | +276.8% | +259.8% |
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