+182.1%
FSLY vs SARO
-7.4%
+189.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | -10.6% | -0.8% | -9.8% | -10.5% |
| 30D | -20.9% | -20.0% | -0.9% | -18.3% |
| 3M | +3.4% | -2.9% | +6.3% | +3.9% |
| 6M | +2.7% | -17.7% | +20.4% | +6.7% |
| YTD | +102.3% | -13.5% | +115.8% | +107.3% |
| 1Y | +182.1% | -9.7% | +191.8% | +183.7% |
| All | +182.1% | -7.4% | +189.4% | +183.7% |
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