+359.8%
INTC vs SARO
-22.5%
+382.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.9% |
| 7D | +7.5% | -3.1% | +10.6% | +9.0% |
| 30D | +2.0% | -12.2% | +14.2% | +8.0% |
| 3M | -12.0% | -7.4% | -4.6% | -8.8% |
| 6M | +114.5% | -15.3% | +129.8% | +128.8% |
| YTD | +179.0% | -16.2% | +195.1% | +194.3% |
| 1Y | +318.3% | -12.1% | +330.4% | +329.4% |
| All | +359.8% | -22.5% | +382.2% | +331.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling