-18.5%
FN vs SARO
+5.2%
-23.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.6% | -7.9% | -7.6% |
| 7D | +0.3% | +0.4% | -0.1% | +0.4% |
| 30D | -16.5% | +40.3% | -56.9% | -26.3% |
| 3M | -42.1% | +2.2% | -44.4% | -41.6% |
| 6M | -52.9% | +3.7% | -56.6% | -53.2% |
| YTD | -28.0% | -3.3% | -24.6% | -28.2% |
| 1Y | -18.5% | +8.4% | -26.9% | -27.2% |
| All | -18.5% | +5.2% | -23.7% | -27.2% |
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