+19.4%
ITW vs SARO
-6.5%
+26.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.4% |
| 7D | +1.4% | +6.3% | -4.9% | +0.2% |
| 30D | +6.8% | +20.8% | -14.0% | +3.0% |
| 3M | -3.4% | -18.4% | +15.0% | -0.2% |
| 6M | +13.5% | +0.8% | +12.7% | +12.6% |
| YTD | +18.1% | -11.8% | +29.9% | +18.8% |
| 1Y | +19.4% | -7.3% | +26.7% | +19.5% |
| All | +19.4% | -6.5% | +26.0% | +19.5% |
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