+16.3%
GEN vs SARO
-22.5%
+38.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.7% |
| 7D | -1.3% | -3.1% | +1.8% | -0.7% |
| 30D | +6.1% | -12.2% | +18.4% | +8.5% |
| 3M | +27.0% | -7.4% | +34.3% | +28.2% |
| 6M | +43.9% | -15.3% | +59.1% | +47.4% |
| YTD | +13.0% | -16.2% | +29.2% | +15.9% |
| 1Y | +4.0% | -12.1% | +16.1% | +5.1% |
| All | +16.3% | -22.5% | +38.7% | +14.7% |
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