+44.9%
IBKR vs SARO
-10.7%
+55.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +1.4% |
| 7D | -1.3% | -3.1% | +1.8% | 0.0% |
| 30D | -0.2% | -12.2% | +12.0% | +5.5% |
| 3M | +3.0% | -7.4% | +10.3% | +5.4% |
| 6M | +33.9% | -15.3% | +49.1% | +42.0% |
| YTD | +42.5% | -16.2% | +58.7% | +51.5% |
| 1Y | +44.9% | -12.1% | +57.0% | +48.5% |
| All | +44.9% | -10.7% | +55.5% | +48.5% |
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