-94.6%
IRE vs SARO
+3.3%
-97.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.1% | -9.4% | -10.8% |
| 7D | +11.1% | +8.9% | +2.2% | +7.7% |
| 30D | -75.2% | +38.6% | -113.8% | -78.0% |
| 3M | -86.4% | +0.6% | -87.0% | -85.5% |
| All | -94.6% | +3.3% | -97.9% | -94.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling