-8.8%
IT vs SARO
-7.8%
-1.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.3% |
| 7D | -5.5% | +15.8% | -21.2% | -6.6% |
| 30D | +10.3% | +22.2% | -11.8% | +8.5% |
| 3M | +11.5% | -16.2% | +27.7% | +10.3% |
| 6M | +40.3% | +4.6% | +35.7% | +37.6% |
| YTD | -17.9% | -10.4% | -7.5% | -16.7% |
| 1Y | -8.8% | -6.5% | -2.3% | -7.9% |
| All | -8.8% | -7.8% | -1.0% | -7.9% |
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