+57.7%
FN vs SARO
-7.3%
+65.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.9% | +5.0% | +5.4% |
| 7D | +8.0% | +11.8% | -3.8% | +2.8% |
| 30D | -19.1% | +44.3% | -63.5% | -32.6% |
| 3M | -29.8% | +1.9% | -31.7% | -30.1% |
| 6M | -43.2% | +7.2% | -50.4% | -45.8% |
| YTD | -18.9% | +0.2% | -19.2% | -19.9% |
| 1Y | -17.9% | +5.4% | -23.3% | -21.3% |
| All | +57.7% | -7.3% | +65.0% | +51.8% |
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