-43.2%
FN vs SARO
+11.4%
-54.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.9% | +5.0% | +5.7% |
| 7D | +8.0% | +11.8% | -3.8% | +6.2% |
| 30D | -19.1% | +44.3% | -63.5% | -20.7% |
| 3M | -29.8% | +1.9% | -31.7% | -30.3% |
| 6M | -43.2% | +7.2% | -50.4% | -41.4% |
| All | -43.2% | +11.4% | -54.6% | -41.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling