-47.6%
FND vs SARO
-10.7%
-37.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.2% |
| 7D | -5.8% | -3.1% | -2.6% | -4.3% |
| 30D | -20.2% | -12.2% | -8.0% | -15.0% |
| 3M | -12.0% | -7.4% | -4.6% | -8.8% |
| 6M | -18.5% | -15.3% | -3.2% | -13.3% |
| YTD | -22.3% | -16.2% | -6.1% | -15.9% |
| 1Y | -47.6% | -12.1% | -35.5% | -45.4% |
| All | -47.6% | -10.7% | -37.0% | -45.4% |
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 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