+168.2%
JBL vs SARO
-22.5%
+190.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.4% | +4.3% |
| 7D | +2.4% | -3.1% | +5.5% | +3.9% |
| 30D | -13.1% | -12.2% | -0.9% | -8.1% |
| 3M | -15.6% | -7.4% | -8.2% | -13.1% |
| 6M | +24.6% | -15.3% | +39.8% | +31.8% |
| YTD | +39.6% | -16.2% | +55.8% | +47.8% |
| 1Y | +48.6% | -12.1% | +60.7% | +53.5% |
| All | +168.2% | -22.5% | +190.6% | +174.2% |
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