+27.8%
LLY vs SARO
-23.7%
+51.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.2% |
| 7D | -3.2% | -4.0% | +0.9% | -2.6% |
| 30D | -7.4% | -16.1% | +8.7% | -5.1% |
| 3M | -1.0% | -4.5% | +3.5% | -1.1% |
| 6M | +12.5% | -17.0% | +29.5% | +14.6% |
| YTD | +5.0% | -17.5% | +22.5% | +6.7% |
| 1Y | +49.8% | -12.3% | +62.0% | +50.1% |
| All | +27.8% | -23.7% | +51.5% | +23.8% |
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