+27.9%
LLY vs SARO
-21.1%
+49.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.0% |
| 7D | -3.1% | +1.1% | -4.2% | -3.3% |
| 30D | -5.1% | -16.2% | +11.1% | -2.7% |
| 3M | -2.1% | -1.3% | -0.8% | -2.6% |
| 6M | +13.8% | -15.2% | +29.1% | +15.7% |
| YTD | +5.1% | -14.7% | +19.8% | +6.2% |
| 1Y | +53.1% | -9.1% | +62.2% | +52.6% |
| All | +27.9% | -21.1% | +49.0% | +23.3% |
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