+75.3%
GE vs SARO
-22.5%
+97.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.1% |
| 7D | -4.0% | -3.1% | -0.9% | -2.2% |
| 30D | -11.4% | -12.2% | +0.8% | -4.5% |
| 3M | -2.6% | -7.4% | +4.7% | +1.4% |
| 6M | -0.3% | -15.3% | +14.9% | +8.6% |
| YTD | +5.4% | -16.2% | +21.5% | +14.9% |
| 1Y | +15.5% | -12.1% | +27.6% | +22.3% |
| All | +75.3% | -22.5% | +97.8% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling