+57.3%
LLY vs SARO
-7.8%
+65.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.4% |
| 7D | +10.1% | +15.8% | -5.7% | +8.0% |
| 30D | +24.0% | +22.2% | +1.8% | +21.0% |
| 3M | +27.3% | -16.2% | +43.5% | +28.9% |
| 6M | +47.0% | +4.6% | +42.4% | +44.1% |
| YTD | +32.6% | -10.4% | +42.9% | +30.3% |
| 1Y | +57.3% | -6.5% | +63.9% | +55.0% |
| All | +57.3% | -7.8% | +65.1% | +55.0% |
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