+281.0%
GEV vs SARO
-22.5%
+303.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +2.6% |
| 7D | +1.6% | -3.1% | +4.7% | +3.5% |
| 30D | -7.9% | -12.2% | +4.3% | -0.7% |
| 3M | +5.6% | -7.4% | +13.0% | +10.1% |
| 6M | +13.1% | -15.3% | +28.3% | +22.6% |
| YTD | +46.7% | -16.2% | +62.9% | +58.8% |
| 1Y | +51.3% | -12.1% | +63.4% | +58.0% |
| All | +281.0% | -22.5% | +303.5% | +298.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling