-66.4%
IT vs SARO
-23.7%
-42.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.9% |
| 7D | -12.7% | -4.0% | -8.7% | -12.1% |
| 30D | -8.9% | -16.1% | +7.2% | -6.2% |
| 3M | +10.1% | -4.5% | +14.7% | +10.4% |
| 6M | +7.3% | -17.0% | +24.3% | +10.1% |
| YTD | -32.4% | -17.5% | -14.8% | -30.5% |
| 1Y | -26.6% | -12.3% | -14.4% | -26.0% |
| All | -66.4% | -23.7% | -42.7% | -65.7% |
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