+40.6%
GLW vs SARO
-7.8%
+48.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.9% | -7.7% | -6.6% |
| 7D | -9.5% | +15.8% | -25.2% | -15.2% |
| 30D | -25.5% | +22.2% | -47.7% | -32.0% |
| 3M | -25.6% | -16.2% | -9.4% | -18.8% |
| 6M | -25.5% | +4.6% | -30.1% | -29.4% |
| YTD | +36.4% | -10.4% | +46.7% | +40.4% |
| 1Y | +40.6% | -6.5% | +47.1% | +40.2% |
| All | +40.6% | -7.8% | +48.4% | +40.2% |
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