-1.1%
ICE vs SARO
-23.7%
+22.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | -0.1% |
| 7D | -5.3% | -4.0% | -1.3% | -4.8% |
| 30D | +3.0% | -16.1% | +19.1% | +5.5% |
| 3M | +11.4% | -4.5% | +16.0% | +11.4% |
| 6M | -2.0% | -17.0% | +15.0% | -0.1% |
| YTD | -3.1% | -17.5% | +14.4% | -1.2% |
| 1Y | -8.4% | -12.3% | +3.9% | -7.8% |
| All | -1.1% | -23.7% | +22.6% | -1.0% |
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