+90.0%
JCI vs SARO
-23.7%
+113.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.7% |
| 7D | +0.4% | -4.0% | +4.4% | +1.8% |
| 30D | -7.7% | -16.1% | +8.4% | -2.3% |
| 3M | +2.8% | -4.5% | +7.3% | +3.9% |
| 6M | +7.2% | -17.0% | +24.3% | +12.7% |
| YTD | +20.0% | -17.5% | +37.5% | +25.7% |
| 1Y | +33.3% | -12.3% | +45.5% | +35.7% |
| All | +90.0% | -23.7% | +113.7% | +92.2% |
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