+210.5%
FSLY vs SARO
-22.5%
+232.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.3% | +1.3% |
| 7D | +12.5% | -3.1% | +15.6% | +13.8% |
| 30D | -18.8% | -12.2% | -6.6% | -14.4% |
| 3M | +22.7% | -7.4% | +30.0% | +25.6% |
| 6M | -3.7% | -15.3% | +11.6% | +1.1% |
| YTD | +127.5% | -16.2% | +143.7% | +139.1% |
| 1Y | +193.5% | -12.1% | +205.6% | +198.2% |
| All | +210.5% | -22.5% | +232.9% | +191.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling