-64.6%
IT vs SARO
-22.5%
-42.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.6% | +3.6% | +5.0% |
| 7D | -3.7% | -3.1% | -0.6% | -3.1% |
| 30D | +0.1% | -12.2% | +12.3% | +2.2% |
| 3M | +20.7% | -7.4% | +28.0% | +21.8% |
| 6M | +12.0% | -15.3% | +27.2% | +14.5% |
| YTD | -28.8% | -16.2% | -12.6% | -27.1% |
| 1Y | -25.5% | -12.1% | -13.4% | -24.8% |
| All | -64.6% | -22.5% | -42.1% | -64.0% |
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 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