+280.8%
GLW vs SARO
-21.1%
+301.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.4% | +8.9% | +8.1% |
| 7D | +14.0% | +1.1% | +12.9% | +13.5% |
| 30D | +0.4% | -16.2% | +16.5% | +7.6% |
| 3M | -11.3% | -1.3% | -10.0% | -11.0% |
| 6M | +35.1% | -15.2% | +50.3% | +41.8% |
| YTD | +90.5% | -14.7% | +105.2% | +99.9% |
| 1Y | +132.0% | -9.1% | +141.1% | +137.1% |
| All | +280.8% | -21.1% | +301.9% | +272.5% |
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 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