+74.1%
FN vs SARO
-20.0%
+94.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.8% |
| 3M | -43.0% | -2.9% | -40.1% | -42.5% |
| 6M | -27.7% | -17.7% | -10.1% | -20.9% |
| YTD | -10.5% | -13.5% | +3.0% | -5.3% |
| 1Y | +12.5% | -9.7% | +22.2% | +15.3% |
| All | +74.1% | -20.0% | +94.0% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling