+3.9%
IYR vs SARO
-22.5%
+26.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.5% |
| 7D | -1.4% | -3.1% | +1.7% | -0.9% |
| 30D | -2.7% | -12.2% | +9.6% | -0.9% |
| 3M | -2.1% | -7.4% | +5.2% | -1.5% |
| 6M | +3.6% | -15.3% | +18.9% | +5.3% |
| YTD | +8.1% | -16.2% | +24.3% | +10.0% |
| 1Y | +4.7% | -12.1% | +16.8% | +5.4% |
| All | +3.9% | -22.5% | +26.4% | +1.6% |
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