+105.5%
GOOGL vs SARO
-22.5%
+128.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.1% | +1.4% |
| 7D | 0.0% | -3.1% | +3.1% | +0.8% |
| 30D | -1.4% | -12.2% | +10.8% | +1.8% |
| 3M | -5.3% | -7.4% | +2.0% | -3.8% |
| 6M | +9.8% | -15.3% | +25.1% | +13.5% |
| YTD | +8.4% | -16.2% | +24.5% | +11.9% |
| 1Y | +41.2% | -12.1% | +53.3% | +43.5% |
| All | +105.5% | -22.5% | +128.0% | +102.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling