+4.4%
GOOGL vs SARO
-7.8%
+12.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +2.9% |
| 7D | -11.1% | +15.8% | -26.8% | -13.1% |
| 30D | -16.6% | +22.2% | -38.8% | -19.6% |
| 3M | -23.4% | -16.2% | -7.2% | -18.8% |
| 6M | -24.5% | +4.6% | -29.1% | -24.8% |
| YTD | -7.5% | -10.4% | +2.8% | -6.2% |
| 1Y | +4.4% | -6.5% | +10.9% | +4.3% |
| All | +4.4% | -7.8% | +12.2% | +4.3% |
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