+249.9%
FLEX vs SARO
-21.1%
+271.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +5.2% |
| 7D | +7.0% | +1.1% | +5.9% | +6.3% |
| 30D | -5.8% | -16.2% | +10.4% | +3.9% |
| 3M | -24.2% | -1.3% | -22.9% | -23.9% |
| 6M | +90.8% | -15.2% | +106.0% | +105.1% |
| YTD | +89.2% | -14.7% | +103.9% | +101.6% |
| 1Y | +104.7% | -9.1% | +113.8% | +109.9% |
| All | +249.9% | -21.1% | +271.0% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling