+16.8%
IBM vs SARO
-22.5%
+39.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.3% | +3.7% |
| 7D | +3.6% | -3.1% | +6.7% | +4.1% |
| 30D | +3.1% | -12.2% | +15.3% | +5.3% |
| 3M | -10.8% | -7.4% | -3.5% | -9.8% |
| 6M | -0.8% | -15.3% | +14.4% | +1.5% |
| YTD | -16.2% | -16.2% | 0.0% | -14.1% |
| 1Y | -2.9% | -12.1% | +9.2% | -1.9% |
| All | +16.8% | -22.5% | +39.3% | +18.2% |
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