+77.9%
FN vs SARO
-21.1%
+99.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.9% |
| 7D | +3.5% | +1.1% | +2.5% | +2.9% |
| 30D | -26.0% | -16.2% | -9.8% | -19.0% |
| 3M | -33.3% | -1.3% | -32.0% | -33.2% |
| 6M | -14.9% | -15.2% | +0.3% | -8.8% |
| YTD | -8.6% | -14.7% | +6.1% | -2.6% |
| 1Y | +12.3% | -9.1% | +21.4% | +14.6% |
| All | +77.9% | -21.1% | +99.0% | +84.6% |
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 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