+52.4%
GEV vs SARO
-7.8%
+60.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.9% | -11.2% | -10.1% |
| 7D | -5.1% | +15.8% | -20.9% | -11.2% |
| 30D | -15.8% | +22.2% | -38.0% | -23.1% |
| 3M | -18.2% | -16.2% | -2.0% | -10.8% |
| 6M | -22.4% | +4.6% | -27.0% | -24.7% |
| YTD | +27.7% | -10.4% | +38.1% | +28.3% |
| 1Y | +52.4% | -6.5% | +58.9% | +44.5% |
| All | +52.4% | -7.8% | +60.1% | +44.5% |
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