+61.8%
IAU vs SARO
-23.7%
+85.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.6% | -1.5% |
| 7D | -3.4% | -4.0% | +0.7% | -3.1% |
| 30D | -1.1% | -16.1% | +15.0% | +0.1% |
| 3M | +5.8% | -4.5% | +10.4% | +6.0% |
| 6M | -16.9% | -17.0% | +0.1% | -16.3% |
| YTD | +0.1% | -17.5% | +17.7% | +0.9% |
| 1Y | +18.4% | -12.3% | +30.7% | +19.1% |
| All | +61.8% | -23.7% | +85.5% | +55.8% |
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