+48.9%
FN vs SARO
-8.1%
+57.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.7% | -3.1% | -3.9% |
| 7D | -4.1% | +12.9% | -17.0% | -9.2% |
| 30D | -28.3% | +41.2% | -69.6% | -39.5% |
| 3M | -33.9% | +0.6% | -34.4% | -33.7% |
| 6M | -43.9% | +13.3% | -57.2% | -48.4% |
| YTD | -23.4% | -0.7% | -22.8% | -24.1% |
| 1Y | -25.4% | +3.4% | -28.9% | -27.8% |
| All | +48.9% | -8.1% | +57.0% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling