+409.4%
HOOD vs SARO
-21.9%
+431.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -0.9% |
| 7D | +7.7% | +0.6% | +7.1% | +7.5% |
| 30D | +22.0% | -14.5% | +36.5% | +37.6% |
| 3M | +37.6% | -5.3% | +42.9% | +40.9% |
| 6M | +45.3% | -15.3% | +60.6% | +62.2% |
| YTD | +1.9% | -15.6% | +17.5% | +14.7% |
| 1Y | -2.7% | -9.1% | +6.4% | +2.6% |
| All | +409.4% | -21.9% | +431.3% | +458.1% |
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 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