-39.3%
FND vs SARO
-7.4%
-31.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | -5.2% | -0.8% | -4.4% | -4.8% |
| 30D | -19.9% | -20.0% | +0.1% | -11.2% |
| 3M | +2.7% | -2.9% | +5.6% | +4.0% |
| 6M | -21.7% | -17.7% | -4.0% | -16.4% |
| YTD | -17.5% | -13.5% | -4.0% | -12.3% |
| 1Y | -39.3% | -9.7% | -29.6% | -37.3% |
| All | -39.3% | -7.4% | -31.9% | -37.3% |
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