-61.2%
FND vs SARO
-23.7%
-37.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.6% |
| 7D | -5.1% | -4.0% | -1.1% | -3.6% |
| 30D | -22.5% | -16.1% | -6.4% | -17.2% |
| 3M | -5.0% | -4.5% | -0.5% | -3.1% |
| 6M | -21.5% | -17.0% | -4.5% | -16.6% |
| YTD | -23.0% | -17.5% | -5.5% | -17.8% |
| 1Y | -44.9% | -12.3% | -32.6% | -42.3% |
| All | -61.2% | -23.7% | -37.5% | -61.1% |
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