+12.5%
FN vs SARO
-7.4%
+19.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.8% |
| 7D | -1.7% | -0.8% | -0.9% | -1.3% |
| 30D | -22.0% | -20.0% | -2.0% | -14.6% |
| 3M | -43.0% | -2.9% | -40.1% | -42.3% |
| 6M | -27.7% | -17.7% | -10.1% | -20.4% |
| YTD | -10.5% | -13.5% | +3.0% | -6.0% |
| 1Y | +12.5% | -9.7% | +22.2% | +10.3% |
| All | +12.5% | -7.4% | +19.9% | +10.3% |
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