-57.3%
FLUT vs SARO
-21.9%
-35.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.1% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | +5.4% | -14.5% | +19.9% | +10.1% |
| 3M | -10.8% | -5.3% | -5.4% | -10.4% |
| 6M | -9.2% | -15.3% | +6.1% | -5.9% |
| YTD | -53.8% | -15.6% | -38.3% | -52.2% |
| 1Y | -66.0% | -9.1% | -56.9% | -66.0% |
| All | -57.3% | -21.9% | -35.4% | -53.6% |
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 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