-13.4%
FND vs SARO
-7.8%
-5.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.9% | +9.0% | +9.9% |
| 7D | +12.3% | +15.8% | -3.4% | +3.9% |
| 30D | +14.7% | +22.2% | -7.5% | +3.0% |
| 3M | -12.0% | -16.2% | +4.2% | -4.0% |
| 6M | +10.8% | +4.6% | +6.2% | +6.5% |
| YTD | -12.3% | -10.4% | -1.9% | -7.4% |
| 1Y | -13.4% | -6.5% | -6.9% | -8.8% |
| All | -13.4% | -7.8% | -5.6% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling