+397.4%
HOOD vs SARO
-22.5%
+419.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -2.0% |
| 7D | -7.8% | -3.1% | -4.7% | -5.5% |
| 30D | +18.6% | -12.2% | +30.8% | +31.1% |
| 3M | +22.1% | -7.4% | +29.4% | +27.3% |
| 6M | +43.1% | -15.3% | +58.3% | +59.5% |
| YTD | -0.5% | -16.2% | +15.7% | +12.7% |
| 1Y | -4.4% | -12.1% | +7.7% | +3.7% |
| All | +397.4% | -22.5% | +419.9% | +448.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling